-100.0%
SDOW vs SPY
+855.0%
-955.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | +2.1% |
| 7D | +4.3% | -0.9% | +5.2% | +2.8% |
| 30D | -4.4% | -2.4% | -2.0% | -8.9% |
| 3M | +7.5% | -1.2% | +8.7% | +6.6% |
| 6M | -15.1% | +3.3% | -18.4% | -3.5% |
| YTD | -23.8% | +12.3% | -36.1% | +12.7% |
| 1Y | -24.4% | +12.4% | -36.8% | +13.1% |
| 3Y | -71.7% | +78.8% | -150.5% | +87.8% |
| 5Y | -74.1% | +75.2% | -149.3% | +120.7% |
| 10Y | -99.0% | +311.1% | -410.1% | +166.0% |
| All | -100.0% | +855.0% | -955.0% | +115.8% |
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