-30.1%
SDGR vs SPY
+151.7%
-181.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | +0.3% |
| 7D | -3.9% | +0.5% | -4.4% | -4.5% |
| 30D | +10.3% | -0.9% | +11.2% | +11.5% |
| 3M | +39.1% | +3.9% | +35.2% | +32.8% |
| 6M | +57.2% | +14.5% | +42.7% | +34.4% |
| YTD | +12.0% | +12.9% | -0.9% | -2.5% |
| 1Y | +3.0% | +19.4% | -16.3% | -15.2% |
| 3Y | -41.1% | +78.5% | -119.6% | -67.9% |
| 5Y | -68.2% | +81.8% | -150.0% | -82.6% |
| All | -30.1% | +151.7% | -181.7% | -59.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling