+23.0%
SDSI vs SPY
+129.9%
-107.0%
-1.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | 0.0% |
| 7D | -0.5% | -0.8% | +0.2% | -0.5% |
| 30D | -0.4% | -1.1% | +0.6% | -0.4% |
| 3M | +0.2% | +3.9% | -3.7% | 0.0% |
| 6M | +0.7% | +13.6% | -12.9% | +0.2% |
| YTD | +1.1% | +12.7% | -11.6% | +0.7% |
| 1Y | +2.5% | +17.5% | -15.0% | +1.9% |
| 3Y | +17.3% | +76.9% | -59.6% | +14.7% |
| All | +23.0% | +129.9% | -107.0% | +18.4% |
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 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