+115.3%
SDG vs SPY
+327.9%
-212.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -1.4% | +2.6% | -4.0% | -3.2% |
| 30D | +0.1% | -2.0% | +2.0% | +1.4% |
| 3M | -6.1% | -2.8% | -3.3% | -4.3% |
| 6M | -5.8% | +2.1% | -7.9% | -7.2% |
| YTD | +3.3% | +11.5% | -8.2% | -4.3% |
| 1Y | +2.7% | +13.5% | -10.8% | -6.0% |
| 3Y | +23.8% | +77.7% | -53.9% | -18.4% |
| 5Y | -0.8% | +72.6% | -73.4% | -33.8% |
| 10Y | +117.4% | +308.2% | -190.7% | -26.3% |
| All | +115.3% | +327.9% | -212.6% | -30.2% |
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 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