-89.7%
SDP vs SPY
+311.3%
-401.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.9% |
| 7D | -4.3% | +0.5% | -4.8% | -3.7% |
| 30D | +0.9% | -0.9% | +1.8% | -0.2% |
| 3M | -0.1% | +3.9% | -4.0% | +4.2% |
| 6M | +13.9% | +14.5% | -0.6% | +33.0% |
| YTD | -4.7% | +12.9% | -17.7% | +9.5% |
| 1Y | -11.7% | +19.4% | -31.0% | +8.7% |
| 3Y | -50.4% | +78.5% | -128.8% | +4.4% |
| 5Y | -52.0% | +81.8% | -133.7% | +13.5% |
| 10Y | -89.7% | +311.5% | -401.2% | -10.8% |
| All | -89.7% | +311.3% | -401.0% | -10.8% |
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 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