-33.6%
SDGR vs SPY
+151.1%
-184.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.2% |
| 7D | -5.3% | -0.8% | -4.6% | -4.4% |
| 30D | +2.1% | -1.1% | +3.2% | +3.4% |
| 3M | +30.3% | +3.9% | +26.4% | +24.4% |
| 6M | +49.4% | +13.6% | +35.8% | +28.9% |
| YTD | +6.4% | +12.7% | -6.3% | -7.1% |
| 1Y | +1.3% | +17.5% | -16.2% | -15.1% |
| 3Y | -44.0% | +76.9% | -120.9% | -69.2% |
| 5Y | -69.7% | +83.6% | -153.3% | -83.5% |
| All | -33.6% | +151.1% | -184.7% | -61.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling