+171.8%
SPDW vs SPY
+633.8%
-462.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +2.1% | +0.1% | +2.0% | +2.0% |
| 3M | +3.6% | +2.0% | +1.6% | +1.7% |
| 6M | +10.8% | +13.0% | -2.2% | -0.9% |
| YTD | +19.5% | +13.5% | +5.9% | +6.4% |
| 1Y | +29.4% | +20.0% | +9.5% | +9.5% |
| 3Y | +77.4% | +77.2% | +0.2% | +2.9% |
| 5Y | +60.3% | +81.9% | -21.5% | -10.3% |
| 10Y | +162.5% | +314.1% | -151.6% | -36.0% |
| All | +171.8% | +633.8% | -462.0% | -65.7% |
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