-100.0%
SDEV vs SPY
+312.9%
-412.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.3% | +8.6% | +8.6% |
| 7D | -3.0% | -2.7% | -0.3% | -0.6% |
| 30D | -64.7% | -5.4% | -59.4% | -62.9% |
| 3M | -5.8% | -4.1% | -1.7% | -2.0% |
| 6M | -40.6% | +0.7% | -41.3% | -40.8% |
| YTD | -96.5% | +8.7% | -105.2% | -96.6% |
| 1Y | -81.7% | +10.9% | -92.6% | -82.5% |
| 3Y | -97.5% | +75.0% | -172.5% | -98.3% |
| 5Y | -100.0% | +67.8% | -167.7% | -100.0% |
| All | -100.0% | +312.9% | -412.8% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling