+71.7%
SDGR vs SPY
+12.1%
+59.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.7% |
| 7D | -1.0% | +2.6% | -3.6% | -4.7% |
| 30D | +17.9% | -2.0% | +19.9% | +22.0% |
| 3M | +60.0% | -2.8% | +62.7% | +67.4% |
| 6M | +131.6% | +2.1% | +129.5% | +127.8% |
| YTD | +65.2% | +11.5% | +53.7% | +45.9% |
| 1Y | +71.7% | +13.5% | +58.2% | +47.2% |
| All | +71.7% | +12.1% | +59.6% | +47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling