-57.3%
SGA vs SPY
+312.5%
-369.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | -3.3% | -0.4% | -3.0% | -3.1% |
| 30D | -9.7% | -1.4% | -8.4% | -8.9% |
| 3M | -2.0% | +3.7% | -5.7% | -4.3% |
| 6M | -21.4% | +13.0% | -34.4% | -27.6% |
| YTD | -20.4% | +12.4% | -32.8% | -26.5% |
| 1Y | -22.6% | +18.5% | -41.1% | -31.1% |
| 3Y | -42.8% | +77.6% | -120.4% | -62.5% |
| 5Y | -32.8% | +81.7% | -114.5% | -58.1% |
| 10Y | -57.3% | +319.7% | -377.0% | -91.1% |
| All | -57.3% | +312.5% | -369.9% | -91.1% |
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