-94.2%
SDOT vs SPY
+14.6%
-108.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +2.1% |
| 7D | -21.8% | -0.7% | -21.1% | -22.9% |
| 30D | -46.6% | -1.0% | -45.5% | -47.7% |
| 3M | -56.5% | -0.3% | -56.1% | -56.8% |
| 6M | +14.3% | +7.3% | +6.9% | +13.3% |
| YTD | -75.5% | +13.3% | -88.9% | -77.8% |
| 1Y | -94.2% | +14.8% | -108.9% | -94.9% |
| All | -94.2% | +14.6% | -108.8% | -94.9% |
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 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