+50.6%
SGA vs SPY
+3,021.0%
-2,970.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.6% |
| 7D | -11.7% | +3.3% | -15.0% | -13.3% |
| 30D | -16.3% | -2.7% | -13.6% | -15.1% |
| 3M | -31.3% | -1.7% | -29.6% | -30.7% |
| 6M | -29.4% | +3.1% | -32.5% | -30.7% |
| YTD | -36.3% | +11.9% | -48.2% | -40.3% |
| 1Y | -38.0% | +12.0% | -50.0% | -41.9% |
| 3Y | -54.5% | +78.2% | -132.7% | -67.4% |
| 5Y | -54.8% | +73.2% | -128.0% | -67.9% |
| 10Y | -70.5% | +309.6% | -380.1% | -86.9% |
| All | +50.6% | +3,021.0% | -2,970.5% | -70.2% |
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 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