+203.9%
SGDJ vs SPY
+82.3%
+121.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | 0.0% |
| 7D | -3.1% | -0.8% | -2.4% | -2.5% |
| 30D | +5.0% | -1.1% | +6.1% | +6.1% |
| 3M | +25.7% | +3.9% | +21.8% | +22.1% |
| 6M | -2.7% | +13.6% | -16.4% | -11.1% |
| YTD | +15.7% | +12.7% | +3.0% | +6.6% |
| 1Y | +63.7% | +17.5% | +46.2% | +46.5% |
| 3Y | +330.8% | +76.9% | +253.9% | +178.7% |
| All | +203.9% | +82.3% | +121.6% | +83.9% |
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 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