-95.2%
SDA vs SPY
+80.4%
-175.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.4% |
| 7D | -16.5% | +0.1% | -16.6% | -16.6% |
| 30D | -28.1% | +0.1% | -28.2% | -28.2% |
| 3M | -56.9% | +2.0% | -58.9% | -57.4% |
| 6M | -70.6% | +13.0% | -83.6% | -72.9% |
| YTD | -71.4% | +13.5% | -85.0% | -73.7% |
| 1Y | -78.1% | +20.0% | -98.0% | -80.6% |
| All | -95.2% | +80.4% | -175.6% | -96.6% |
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