-54.9%
SDP vs SPY
+67.4%
-122.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.3% |
| 7D | +1.6% | -2.7% | +4.3% | -0.7% |
| 30D | -8.7% | -5.4% | -3.3% | -13.0% |
| 3M | +0.2% | -4.1% | +4.3% | -3.2% |
| 6M | +11.1% | +0.7% | +10.4% | +12.0% |
| YTD | -4.2% | +8.7% | -12.8% | +3.8% |
| 1Y | +2.2% | +10.9% | -8.6% | +13.0% |
| 3Y | -51.5% | +75.0% | -126.5% | -10.3% |
| All | -54.9% | +67.4% | -122.3% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling