-99.8%
SDOT vs SPY
+149.7%
-249.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.3% |
| 7D | -3.0% | -0.8% | -2.2% | -2.5% |
| 30D | +6.6% | -1.1% | +7.7% | +7.3% |
| 3M | -49.6% | +3.9% | -53.5% | -50.5% |
| 6M | -67.2% | +13.6% | -80.8% | -70.4% |
| YTD | -48.8% | +12.7% | -61.5% | -53.4% |
| 1Y | -92.2% | +17.5% | -109.7% | -93.0% |
| 3Y | -99.4% | +76.9% | -176.3% | -99.6% |
| 5Y | -99.4% | +83.6% | -183.0% | -99.6% |
| All | -99.8% | +149.7% | -249.5% | -99.9% |
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 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