-100.0%
SDEV vs SPY
+74.7%
-174.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +0.7% |
| 7D | -10.2% | -0.7% | -9.5% | -9.5% |
| 30D | -75.4% | -1.0% | -74.3% | -75.0% |
| 3M | +1.0% | -0.3% | +1.4% | +1.8% |
| 6M | -26.0% | +7.3% | -33.3% | -30.0% |
| YTD | -96.6% | +13.3% | -109.9% | -96.8% |
| 1Y | -82.4% | +14.8% | -97.1% | -83.7% |
| 3Y | -97.7% | +82.9% | -180.6% | -98.4% |
| All | -100.0% | +74.7% | -174.7% | -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 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