+159.7%
SDCI vs SPY
+234.1%
-74.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.1% | +0.1% | +2.0% | +2.1% |
| 30D | +8.8% | +0.1% | +8.8% | +8.8% |
| 3M | +9.8% | +2.0% | +7.8% | +9.2% |
| 6M | +23.2% | +13.0% | +10.2% | +19.3% |
| YTD | +39.4% | +13.5% | +25.8% | +34.8% |
| 1Y | +41.0% | +20.0% | +21.1% | +34.4% |
| 3Y | +83.1% | +77.2% | +6.0% | +56.6% |
| 5Y | +176.2% | +81.9% | +94.3% | +132.7% |
| All | +159.7% | +234.1% | -74.4% | +82.4% |
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