+70.8%
SGA vs SPY
+3,002.7%
-2,932.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -2.2% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -8.0% | -3.3% | -4.7% | -6.4% |
| 3M | -21.3% | -2.4% | -18.8% | -20.2% |
| 6M | -25.4% | +2.6% | -27.9% | -26.5% |
| YTD | -27.8% | +11.2% | -39.0% | -32.1% |
| 1Y | -31.8% | +13.4% | -45.2% | -36.6% |
| 3Y | -46.0% | +79.9% | -125.9% | -61.5% |
| 5Y | -48.4% | +72.2% | -120.6% | -63.3% |
| 10Y | -62.4% | +307.3% | -369.7% | -83.2% |
| All | +70.8% | +3,002.7% | -2,932.0% | -66.1% |
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 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