-0.2%
SGC vs SPY
+312.5%
-312.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.7% |
| 7D | -0.2% | -0.4% | +0.1% | +0.2% |
| 30D | -2.8% | -1.4% | -1.5% | -1.3% |
| 3M | -4.0% | +3.7% | -7.7% | -8.1% |
| 6M | +20.9% | +13.0% | +7.9% | +4.8% |
| YTD | +32.7% | +12.4% | +20.3% | +15.7% |
| 1Y | +9.8% | +18.5% | -8.7% | -10.1% |
| 3Y | +85.1% | +77.6% | +7.5% | -6.5% |
| 5Y | -36.2% | +81.7% | -117.9% | -69.1% |
| 10Y | -0.2% | +319.7% | -319.8% | -85.3% |
| All | -0.2% | +312.5% | -312.7% | -85.3% |
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