-100.0%
SDST vs SPY
+78.1%
-178.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.5% |
| 7D | +14.3% | +2.6% | +11.7% | +11.3% |
| 30D | -69.2% | -2.0% | -67.3% | -68.0% |
| 3M | -98.8% | -2.8% | -96.0% | -98.8% |
| 6M | -99.6% | +2.1% | -101.8% | -99.6% |
| YTD | -99.7% | +11.5% | -111.2% | -99.8% |
| 1Y | -99.8% | +13.5% | -113.2% | -99.8% |
| 3Y | -100.0% | +77.7% | -177.7% | -100.0% |
| All | -100.0% | +78.1% | -178.1% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling