-90.7%
SDP vs SPY
+315.0%
-405.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.4% | -5.5% | -0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.1% |
| 30D | -10.6% | -3.3% | -7.3% | -13.9% |
| 3M | -1.7% | -2.4% | +0.7% | -4.2% |
| 6M | +2.7% | +2.6% | +0.1% | +5.7% |
| YTD | -7.2% | +11.2% | -18.4% | +5.0% |
| 1Y | +1.4% | +13.4% | -12.0% | +17.5% |
| 3Y | -55.6% | +79.9% | -135.5% | -5.8% |
| 5Y | -55.8% | +72.2% | -128.0% | -2.6% |
| 10Y | -90.7% | +307.3% | -398.0% | -22.2% |
| All | -90.7% | +315.0% | -405.7% | -22.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling