-32.1%
SDGR vs SPY
+72.7%
-104.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.5% |
| 7D | +7.2% | +3.3% | +3.9% | +1.9% |
| 30D | +19.2% | -2.7% | +21.8% | +25.3% |
| 3M | +65.6% | -1.7% | +67.3% | +71.7% |
| 6M | +143.1% | +3.1% | +140.0% | +133.5% |
| YTD | +72.5% | +11.9% | +60.6% | +44.9% |
| 1Y | +71.6% | +12.0% | +59.6% | +44.1% |
| 3Y | +12.9% | +78.2% | -65.3% | -55.0% |
| All | -32.1% | +72.7% | -104.9% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling