-99.8%
SDST vs SPY
+116.8%
-216.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -52.0% | +0.5% | -52.5% | -52.2% |
| 30D | -74.7% | -0.9% | -73.8% | -74.7% |
| 3M | -91.5% | +3.9% | -95.4% | -91.7% |
| 6M | -94.7% | +14.5% | -109.3% | -95.0% |
| YTD | -94.5% | +12.9% | -107.4% | -94.7% |
| 1Y | -94.3% | +19.4% | -113.6% | -94.6% |
| 3Y | -99.8% | +78.5% | -178.3% | -99.9% |
| 5Y | -99.8% | +81.8% | -181.6% | -99.8% |
| All | -99.8% | +116.8% | -216.7% | -99.8% |
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