-100.0%
SDOW vs SPY
+848.2%
-948.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -1.2% |
| 7D | -6.2% | +2.6% | -8.8% | +0.9% |
| 30D | -4.9% | -2.0% | -2.9% | -8.4% |
| 3M | +8.7% | -2.8% | +11.5% | +3.0% |
| 6M | -14.5% | +2.1% | -16.6% | -5.7% |
| YTD | -23.1% | +11.5% | -34.6% | +11.5% |
| 1Y | -25.8% | +13.5% | -39.3% | +13.6% |
| 3Y | -71.3% | +77.7% | -149.0% | +87.2% |
| 5Y | -73.5% | +72.6% | -146.1% | +117.1% |
| 10Y | -99.0% | +308.2% | -407.2% | +163.2% |
| All | -100.0% | +848.2% | -948.1% | +113.5% |
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