+445.3%
SGDJ vs SPY
+344.4%
+100.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -3.1% | -0.8% | -2.4% | -2.7% |
| 30D | +5.0% | -1.1% | +6.1% | +5.7% |
| 3M | +25.7% | +3.9% | +21.8% | +23.4% |
| 6M | -2.7% | +13.6% | -16.4% | -8.4% |
| YTD | +15.7% | +12.7% | +3.0% | +9.6% |
| 1Y | +63.7% | +17.5% | +46.2% | +52.1% |
| 3Y | +330.8% | +76.9% | +253.9% | +226.8% |
| 5Y | +212.8% | +83.6% | +129.2% | +131.1% |
| 10Y | +205.3% | +320.7% | -115.4% | +81.0% |
| All | +445.3% | +344.4% | +100.9% | +227.7% |
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