-94.1%
SDA vs SPY
+98.1%
-192.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -16.5% | +0.1% | -16.6% | -16.5% |
| 30D | -28.1% | +0.1% | -28.2% | -28.1% |
| 3M | -56.9% | +2.0% | -58.9% | -57.1% |
| 6M | -70.6% | +13.0% | -83.6% | -71.2% |
| YTD | -71.4% | +13.5% | -85.0% | -72.1% |
| 1Y | -78.1% | +20.0% | -98.0% | -78.7% |
| 3Y | -95.3% | +77.2% | -172.4% | -95.4% |
| 5Y | -94.1% | +81.9% | -176.0% | -94.2% |
| All | -94.1% | +98.1% | -192.3% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling