-95.0%
SDA vs SPY
+81.8%
-176.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | -0.5% | -14.0% | -14.4% |
| 7D | -25.3% | +0.5% | -25.9% | -25.4% |
| 30D | -42.0% | -0.9% | -41.1% | -41.9% |
| 3M | -56.8% | +3.9% | -60.6% | -57.1% |
| 6M | -78.6% | +14.5% | -93.1% | -79.1% |
| YTD | -75.6% | +12.9% | -88.5% | -76.1% |
| 1Y | -81.7% | +19.4% | -101.0% | -82.2% |
| 3Y | -95.9% | +78.5% | -174.4% | -96.0% |
| 5Y | -95.0% | +81.8% | -176.8% | -95.0% |
| All | -95.0% | +81.8% | -176.8% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling