-72.9%
SPDN vs SPY
+313.3%
-386.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | +0.2% |
| 7D | +2.8% | -2.7% | +5.5% | +0.2% |
| 30D | +6.1% | -5.4% | +11.5% | +0.7% |
| 3M | +5.7% | -4.1% | +9.8% | +1.8% |
| 6M | +2.1% | +0.7% | +1.4% | +3.8% |
| YTD | -3.7% | +8.7% | -12.4% | +6.4% |
| 1Y | -4.8% | +10.9% | -15.7% | +7.5% |
| 3Y | -31.2% | +75.0% | -106.2% | +29.2% |
| 5Y | -26.3% | +67.8% | -94.1% | +43.3% |
| 10Y | -72.6% | +312.9% | -385.5% | +58.0% |
| All | -72.9% | +313.3% | -386.2% | +58.3% |
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