-100.0%
SDOW vs SPY
+865.7%
-965.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +1.1% |
| 30D | +5.6% | +0.1% | +5.5% | +6.0% |
| 3M | -9.5% | +2.0% | -11.5% | -2.9% |
| 6M | -24.3% | +13.0% | -37.4% | +10.2% |
| YTD | -27.4% | +13.5% | -41.0% | +8.4% |
| 1Y | -37.0% | +20.0% | -57.0% | +11.1% |
| 3Y | -71.2% | +77.2% | -148.4% | +84.7% |
| 5Y | -77.0% | +81.9% | -158.9% | +116.8% |
| 10Y | -99.2% | +314.1% | -413.2% | +135.2% |
| All | -100.0% | +865.7% | -965.6% | +107.5% |
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