-26.3%
SPDN vs SPY
+67.4%
-93.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | +0.2% |
| 7D | +2.8% | -2.7% | +5.5% | +0.3% |
| 30D | +6.1% | -5.4% | +11.5% | +0.8% |
| 3M | +5.7% | -4.1% | +9.8% | +1.9% |
| 6M | +2.1% | +0.7% | +1.4% | +3.7% |
| YTD | -3.7% | +8.7% | -12.4% | +6.2% |
| 1Y | -4.8% | +10.9% | -15.7% | +7.3% |
| 3Y | -31.2% | +75.0% | -106.2% | +28.0% |
| All | -26.3% | +67.4% | -93.7% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling