-92.7%
SDA vs SPY
+78.0%
-170.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | +2.4% | +14.3% | +14.4% |
| 7D | +112.6% | +0.1% | +112.5% | +115.8% |
| 30D | -3.7% | -3.3% | -0.4% | +0.3% |
| 3M | -48.2% | -2.4% | -45.8% | -46.4% |
| 6M | -58.5% | +2.6% | -61.1% | -58.4% |
| YTD | -78.2% | +11.2% | -89.5% | -79.4% |
| 1Y | -77.6% | +13.4% | -90.9% | -79.1% |
| 3Y | -92.7% | +79.9% | -172.6% | -94.8% |
| All | -92.7% | +78.0% | -170.7% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling