-83.0%
SAGT vs SPY
+35.8%
-118.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | -15.4% | -1.4% | -14.1% | -14.6% |
| 3M | -39.9% | +3.7% | -43.6% | -41.2% |
| 6M | -66.8% | +13.0% | -79.8% | -69.4% |
| YTD | -70.4% | +12.4% | -82.8% | -72.5% |
| 1Y | -71.7% | +18.5% | -90.3% | -75.0% |
| All | -83.0% | +35.8% | -118.8% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling