+227.6%
SGDM vs SPY
+81.0%
+146.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | +1.7% | -0.4% | +2.1% | +2.0% |
| 30D | +10.6% | -1.4% | +12.0% | +11.6% |
| 3M | +28.7% | +3.7% | +25.0% | +26.1% |
| 6M | -3.0% | +13.0% | -16.0% | -9.2% |
| YTD | +18.6% | +12.4% | +6.2% | +11.6% |
| 1Y | +48.7% | +18.5% | +30.1% | +36.2% |
| 3Y | +253.2% | +77.6% | +175.6% | +158.9% |
| 5Y | +227.6% | +81.7% | +145.9% | +124.5% |
| All | +227.6% | +81.0% | +146.6% | +124.5% |
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 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