-99.4%
SDOT vs SPY
+79.8%
-179.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.7% |
| 7D | -6.4% | -2.0% | -4.4% | -5.0% |
| 30D | +2.9% | -1.7% | +4.5% | +4.1% |
| 3M | -55.1% | +4.7% | -59.8% | -56.5% |
| 6M | -68.0% | +12.5% | -80.5% | -71.9% |
| YTD | -47.9% | +11.7% | -59.6% | -53.8% |
| 1Y | -93.4% | +17.5% | -110.9% | -94.4% |
| 3Y | -99.4% | +76.6% | -175.9% | -99.6% |
| 5Y | -99.4% | +82.0% | -181.4% | -99.6% |
| All | -99.4% | +79.8% | -179.2% | -99.6% |
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