+3.1%
SDGR vs SPY
+148.5%
-145.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.8% |
| 7D | -1.0% | +2.6% | -3.6% | -3.7% |
| 30D | +17.9% | -2.0% | +19.9% | +21.3% |
| 3M | +60.0% | -2.8% | +62.7% | +66.6% |
| 6M | +131.6% | +2.1% | +129.5% | +128.1% |
| YTD | +65.2% | +11.5% | +53.7% | +47.0% |
| 1Y | +71.7% | +13.5% | +58.2% | +49.9% |
| 3Y | +6.3% | +77.7% | -71.4% | -41.4% |
| 5Y | -37.3% | +72.6% | -109.9% | -64.0% |
| All | +3.1% | +148.5% | -145.4% | -38.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling