-99.8%
SDOT vs SPY
+150.2%
-250.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +1.7% |
| 7D | -2.7% | +0.5% | -3.3% | -3.0% |
| 30D | +7.0% | -0.9% | +8.0% | +7.6% |
| 3M | -37.0% | +3.9% | -40.9% | -38.5% |
| 6M | -67.0% | +14.5% | -81.5% | -70.4% |
| YTD | -46.5% | +12.9% | -59.4% | -51.4% |
| 1Y | -92.9% | +19.4% | -112.3% | -93.7% |
| 3Y | -99.4% | +78.5% | -177.8% | -99.6% |
| 5Y | -99.4% | +81.8% | -181.2% | -99.6% |
| All | -99.8% | +150.2% | -250.0% | -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 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