+21.7%
SDTY vs SPY
+27.4%
-5.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.5% |
| 7D | +2.8% | +3.3% | -0.5% | -0.1% |
| 30D | -2.2% | -2.7% | +0.4% | +0.1% |
| 3M | -0.8% | -1.7% | +0.9% | +0.7% |
| 6M | +4.1% | +3.1% | +1.1% | +1.3% |
| YTD | +10.9% | +11.9% | -1.0% | +0.3% |
| 1Y | +11.3% | +12.0% | -0.7% | +0.6% |
| All | +21.7% | +27.4% | -5.6% | -1.5% |
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