+247.8%
SGDM vs SPY
+318.9%
-71.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.4% |
| 7D | -5.4% | -2.0% | -3.4% | -4.4% |
| 30D | +7.4% | -1.7% | +9.1% | +8.4% |
| 3M | +31.6% | +4.7% | +26.8% | +28.8% |
| 6M | -6.6% | +12.5% | -19.1% | -11.3% |
| YTD | +15.4% | +11.7% | +3.6% | +10.0% |
| 1Y | +42.0% | +17.5% | +24.5% | +32.6% |
| 3Y | +243.5% | +76.6% | +166.9% | +164.9% |
| 5Y | +223.3% | +82.0% | +141.2% | +142.8% |
| All | +247.8% | +318.9% | -71.0% | +90.8% |
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