-99.0%
SDP vs SPY
+661.4%
-760.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.5% |
| 7D | +1.6% | -2.7% | +4.3% | -1.6% |
| 30D | -8.7% | -5.4% | -3.3% | -14.7% |
| 3M | +0.2% | -4.1% | +4.3% | -4.7% |
| 6M | +11.1% | +0.7% | +10.4% | +12.0% |
| YTD | -4.2% | +8.7% | -12.8% | +6.2% |
| 1Y | +2.2% | +10.9% | -8.6% | +16.3% |
| 3Y | -51.5% | +75.0% | -126.5% | +2.2% |
| 5Y | -53.6% | +67.8% | -121.4% | +1.8% |
| 10Y | -90.3% | +312.9% | -403.1% | -9.0% |
| All | -99.0% | +661.4% | -760.4% | -59.6% |
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