-37.3%
SDEV vs SPY
+2.1%
-39.4%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.4% | -3.2% | +0.1% |
| 7D | -17.0% | -4.7% | -12.3% | -9.5% |
| 30D | -72.4% | -5.9% | -66.5% | -69.2% |
| 3M | -13.0% | -4.5% | -8.4% | -4.5% |
| 6M | -37.3% | +1.8% | -39.1% | -34.9% |
| All | -37.3% | +2.1% | -39.4% | -34.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling