-99.8%
SIDU vs SPY
+76.0%
-175.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.5% |
| 7D | -3.4% | -0.8% | -2.6% | -2.0% |
| 30D | -19.4% | -1.1% | -18.3% | -17.6% |
| 3M | -54.4% | +3.9% | -58.3% | -57.1% |
| 6M | +0.5% | +13.6% | -13.1% | -17.3% |
| YTD | -36.3% | +12.7% | -49.0% | -46.8% |
| 1Y | +53.8% | +17.5% | +36.3% | +21.8% |
| 3Y | -85.7% | +76.9% | -162.6% | -93.7% |
| All | -99.8% | +76.0% | -175.9% | -99.9% |
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