-99.0%
SDP vs SPY
+695.5%
-794.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.7% |
| 7D | -1.3% | +0.1% | -1.4% | -1.2% |
| 30D | +3.5% | +0.1% | +3.4% | +3.6% |
| 3M | +4.3% | +2.0% | +2.3% | +6.6% |
| 6M | +19.0% | +13.0% | +6.0% | +38.2% |
| YTD | -2.5% | +13.5% | -16.1% | +13.8% |
| 1Y | -7.1% | +20.0% | -27.1% | +16.6% |
| 3Y | -50.1% | +77.2% | -127.3% | +7.0% |
| 5Y | -51.3% | +81.9% | -133.2% | +18.4% |
| 10Y | -89.8% | +314.1% | -403.8% | -4.3% |
| All | -99.0% | +695.5% | -794.5% | -56.7% |
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