An SD or Self Destruct is when you fall off screen without getting hit by another character. The key difference compared to a KO is that instead of one player gaining a point and the other losing a point, the only score change happens to the player with the SD. This is why it's so crucial that you don't get hit, as the game only checks the alloy point counter when triggering a failure. It's worth noting that there's an alternate way to do this without an SD but it involves building up speed for a long while so it isn't as efficient.