-72.8%
SPDN vs SPY
+312.0%
-384.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.4% | +8.8% | 0.0% |
| 7D | +4.6% | -4.7% | +9.3% | -0.1% |
| 30D | +6.6% | -5.9% | +12.5% | +0.6% |
| 3M | +6.2% | -4.5% | +10.7% | +1.8% |
| 6M | +0.7% | +1.8% | -1.1% | +3.5% |
| YTD | -3.6% | +8.3% | -11.9% | +6.2% |
| 1Y | -3.5% | +9.3% | -12.9% | +7.4% |
| 3Y | -31.3% | +74.9% | -106.1% | +29.0% |
| 5Y | -26.2% | +67.3% | -93.5% | +43.0% |
| 10Y | -72.6% | +311.6% | -384.2% | +57.7% |
| All | -72.8% | +312.0% | -384.8% | +58.0% |
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