-70.0%
SDGR vs SPY
+79.8%
-149.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.1% |
| 7D | -9.2% | -2.0% | -7.2% | -6.2% |
| 30D | +0.8% | -1.7% | +2.5% | +3.6% |
| 3M | +32.9% | +4.7% | +28.1% | +22.8% |
| 6M | +48.9% | +12.5% | +36.3% | +22.7% |
| YTD | +5.1% | +11.7% | -6.6% | -12.2% |
| 1Y | +3.6% | +17.5% | -13.9% | -19.6% |
| 3Y | -44.7% | +76.6% | -121.3% | -77.7% |
| 5Y | -70.0% | +82.0% | -152.1% | -88.0% |
| All | -70.0% | +79.8% | -149.8% | -88.0% |
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 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