+143.0%
SDY vs SPY
+322.5%
-179.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.3% |
| 7D | -1.9% | -0.8% | -1.1% | -1.3% |
| 30D | -3.0% | -1.1% | -2.0% | -2.2% |
| 3M | +1.7% | +3.9% | -2.2% | -1.5% |
| 6M | +3.7% | +13.6% | -9.9% | -6.7% |
| YTD | +11.3% | +12.7% | -1.3% | +0.7% |
| 1Y | +11.0% | +17.5% | -6.5% | -3.1% |
| 3Y | +37.3% | +76.9% | -39.6% | -16.4% |
| 5Y | +44.0% | +83.6% | -39.5% | -16.3% |
| All | +143.0% | +322.5% | -179.4% | -33.6% |
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