-94.5%
SDST vs SPY
+20.8%
-115.4%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -9.5% |
| 7D | -55.3% | +0.1% | -55.4% | -55.9% |
| 30D | -73.1% | +0.1% | -73.1% | -73.4% |
| 3M | -92.2% | +2.0% | -94.2% | -92.6% |
| 6M | -95.1% | +13.0% | -108.1% | -96.5% |
| YTD | -94.4% | +13.5% | -108.0% | -96.2% |
| 1Y | -94.5% | +20.0% | -114.5% | -95.9% |
| All | -94.5% | +20.8% | -115.4% | -95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling