-73.1%
SAGT vs SPY
+18.1%
-91.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.5% | -4.1% |
| 7D | -9.5% | -0.8% | -8.8% | -9.2% |
| 30D | -20.7% | -1.1% | -19.7% | -20.3% |
| 3M | -49.4% | +3.9% | -53.3% | -50.3% |
| 6M | -74.7% | +13.6% | -88.3% | -74.4% |
| YTD | -73.4% | +12.7% | -86.1% | -72.8% |
| 1Y | -73.1% | +17.5% | -90.6% | -77.2% |
| All | -73.1% | +18.1% | -91.2% | -77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling