+356.1%
SGC vs SPY
+3,091.8%
-2,735.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +1.9% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | -7.0% | +0.1% | -7.0% | -7.0% |
| 3M | -0.9% | +2.0% | -2.9% | -1.8% |
| 6M | +27.3% | +13.0% | +14.3% | +20.4% |
| YTD | +36.3% | +13.5% | +22.8% | +28.8% |
| 1Y | +7.0% | +20.0% | -13.0% | -1.4% |
| 3Y | +83.9% | +77.2% | +6.8% | +43.6% |
| 5Y | -34.0% | +81.9% | -115.9% | -48.9% |
| 10Y | +1.9% | +314.1% | -312.1% | -37.2% |
| All | +356.1% | +3,091.8% | -2,735.7% | +78.5% |
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 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