-100.0%
SDST vs SPY
+108.7%
-208.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | +0.3% | +16.4% | +16.5% |
| 7D | +16.7% | -2.7% | +19.4% | +18.2% |
| 30D | -90.7% | -5.4% | -85.3% | -90.3% |
| 3M | -98.9% | -4.1% | -94.8% | -98.9% |
| 6M | -99.7% | +0.7% | -100.4% | -99.7% |
| YTD | -99.8% | +8.7% | -108.4% | -99.8% |
| 1Y | -99.8% | +10.9% | -110.7% | -99.8% |
| 3Y | -100.0% | +75.0% | -175.0% | -100.0% |
| 5Y | -100.0% | +67.8% | -167.8% | -100.0% |
| All | -100.0% | +108.7% | -208.6% | -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 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