-70.0%
SAGT vs SPY
+34.7%
-104.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.2% | +5.1% |
| 7D | +11.9% | +2.6% | +9.3% | +9.9% |
| 30D | +154.1% | -2.0% | +156.1% | +157.4% |
| 3M | +57.2% | -2.8% | +60.0% | +60.1% |
| 6M | -11.5% | +2.1% | -13.6% | -12.8% |
| YTD | -47.8% | +11.5% | -59.3% | -51.4% |
| 1Y | -44.0% | +13.5% | -57.5% | -48.5% |
| All | -70.0% | +34.7% | -104.7% | -72.7% |
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