+130.9%
SDG vs SPY
+335.8%
-204.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +2.2% | +0.1% | +2.2% | +2.2% |
| 3M | +0.1% | +2.0% | -1.9% | -1.3% |
| 6M | +10.4% | +13.0% | -2.6% | +1.4% |
| YTD | +10.7% | +13.5% | -2.8% | +1.4% |
| 1Y | +16.2% | +20.0% | -3.8% | +2.4% |
| 3Y | +23.8% | +77.2% | -53.4% | -18.1% |
| 5Y | +1.0% | +81.9% | -80.9% | -35.1% |
| 10Y | +121.7% | +314.1% | -192.4% | -25.5% |
| All | +130.9% | +335.8% | -204.9% | -26.0% |
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