+0.2%
SGC vs SPY
+315.0%
-314.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.4% | -8.5% | -8.8% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -3.3% | -3.3% | 0.0% | +0.2% |
| 3M | -9.4% | -2.4% | -7.0% | -7.2% |
| 6M | +11.6% | +2.6% | +9.0% | +7.9% |
| YTD | +35.2% | +11.2% | +23.9% | +19.0% |
| 1Y | +42.0% | +13.4% | +28.6% | +22.2% |
| 3Y | +41.4% | +79.9% | -38.5% | -29.4% |
| 5Y | -37.6% | +72.2% | -109.8% | -67.5% |
| 10Y | +0.2% | +307.3% | -307.1% | -80.8% |
| All | +0.2% | +315.0% | -314.8% | -80.8% |
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