+9.8%
SGC vs SPY
+18.8%
-8.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.5% |
| 7D | -0.2% | -0.4% | +0.1% | 0.0% |
| 30D | -2.8% | -1.4% | -1.5% | -1.8% |
| 3M | -4.0% | +3.7% | -7.7% | -6.7% |
| 6M | +20.9% | +13.0% | +7.9% | +9.5% |
| YTD | +32.7% | +12.4% | +20.3% | +20.5% |
| 1Y | +9.8% | +18.5% | -8.7% | -5.9% |
| All | +9.8% | +18.8% | -8.9% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling