-35.9%
SGC vs SPY
+81.8%
-117.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.3% |
| 7D | +1.5% | +0.5% | +0.9% | +1.0% |
| 30D | -11.2% | -0.9% | -10.3% | -10.5% |
| 3M | -3.6% | +3.9% | -7.5% | -6.9% |
| 6M | +23.9% | +14.5% | +9.4% | +9.7% |
| YTD | +32.5% | +12.9% | +19.6% | +18.8% |
| 1Y | +5.6% | +19.4% | -13.8% | -10.0% |
| 3Y | +84.8% | +78.5% | +6.4% | +11.7% |
| 5Y | -35.9% | +81.8% | -117.7% | -61.5% |
| All | -35.9% | +81.8% | -117.7% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling