-93.6%
SDEV vs SPY
+20.8%
-114.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.1% |
| 7D | -4.3% | +0.1% | -4.4% | -4.4% |
| 30D | -13.6% | +0.1% | -13.6% | -13.8% |
| 3M | -26.4% | +2.0% | -28.4% | -31.7% |
| 6M | -39.0% | +13.0% | -52.1% | -62.5% |
| YTD | -96.8% | +13.5% | -110.4% | -97.7% |
| 1Y | -93.6% | +20.0% | -113.6% | -97.4% |
| All | -93.6% | +20.8% | -114.5% | -97.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling