-30.0%
SGA vs SPY
+82.3%
-112.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.4% |
| 7D | -0.5% | -0.8% | +0.2% | -0.4% |
| 30D | -10.0% | -1.1% | -9.0% | -9.9% |
| 3M | +3.3% | +3.9% | -0.6% | +2.6% |
| 6M | -14.9% | +13.6% | -28.5% | -16.8% |
| YTD | -16.6% | +12.7% | -29.3% | -18.4% |
| 1Y | -19.0% | +17.5% | -36.5% | -21.4% |
| 3Y | -38.5% | +76.9% | -115.4% | -44.1% |
| All | -30.0% | +82.3% | -112.2% | -35.2% |
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 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