+382.2%
SDOG vs SPY
+593.9%
-211.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.3% | -2.7% | +0.4% | 0.0% |
| 30D | +5.0% | -5.4% | +10.4% | +9.9% |
| 3M | +1.6% | -4.1% | +5.7% | +5.0% |
| 6M | +9.7% | +0.7% | +9.0% | +8.3% |
| YTD | +22.3% | +8.7% | +13.7% | +12.6% |
| 1Y | +27.7% | +10.9% | +16.8% | +15.3% |
| 3Y | +73.9% | +75.0% | -1.1% | +1.6% |
| 5Y | +64.8% | +67.8% | -3.0% | -1.1% |
| 10Y | +169.9% | +312.9% | -143.0% | -33.7% |
| All | +382.2% | +593.9% | -211.6% | -25.2% |
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