+288.0%
SGDM vs SPY
+307.0%
-19.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.5% |
| 7D | -7.8% | +2.6% | -10.4% | -9.0% |
| 30D | -1.8% | -2.0% | +0.1% | -0.8% |
| 3M | -7.0% | -2.8% | -4.2% | -5.5% |
| 6M | -13.5% | +2.1% | -15.6% | -13.9% |
| YTD | -1.4% | +11.5% | -12.9% | -5.7% |
| 1Y | +9.8% | +13.5% | -3.7% | +4.3% |
| 3Y | +216.6% | +77.7% | +138.9% | +144.7% |
| 5Y | +143.3% | +72.6% | +70.7% | +87.6% |
| All | +288.0% | +307.0% | -19.0% | +143.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling