+98.3%
SGA vs SPY
+3,067.0%
-2,968.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -2.3% | +0.1% | -2.4% | -2.3% |
| 3M | -0.1% | +2.0% | -2.1% | -1.2% |
| 6M | -18.6% | +13.0% | -31.6% | -24.0% |
| YTD | -16.1% | +13.5% | -29.7% | -21.9% |
| 1Y | -18.8% | +20.0% | -38.7% | -26.7% |
| 3Y | -40.8% | +77.2% | -118.0% | -57.5% |
| 5Y | -31.3% | +81.9% | -113.2% | -52.6% |
| 10Y | -56.2% | +314.1% | -370.3% | -80.6% |
| All | +98.3% | +3,067.0% | -2,968.7% | -61.1% |
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