+378.7%
SGC vs SPY
+3,015.5%
-2,636.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.0% |
| 7D | +2.5% | -0.6% | +3.0% | +2.7% |
| 30D | +2.4% | -3.7% | +6.1% | +4.1% |
| 3M | +4.8% | -2.7% | +7.5% | +6.0% |
| 6M | +18.1% | +2.2% | +15.9% | +16.9% |
| YTD | +43.1% | +10.8% | +32.3% | +36.6% |
| 1Y | +55.7% | +11.2% | +44.5% | +48.4% |
| 3Y | +49.7% | +76.5% | -26.8% | +17.2% |
| 5Y | -35.2% | +72.9% | -108.1% | -48.8% |
| 10Y | +3.3% | +304.8% | -301.5% | -35.8% |
| All | +378.7% | +3,015.5% | -2,636.8% | +89.3% |
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 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