+271.2%
SGDM vs SPY
+373.8%
-102.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +5.0% | +0.5% | +4.5% | +4.8% |
| 30D | +10.2% | -0.9% | +11.1% | +10.7% |
| 3M | +25.9% | +3.9% | +22.0% | +23.9% |
| 6M | -2.2% | +14.5% | -16.8% | -7.6% |
| YTD | +18.3% | +12.9% | +5.4% | +12.6% |
| 1Y | +47.4% | +19.4% | +28.0% | +37.1% |
| 3Y | +252.4% | +78.5% | +173.9% | +174.5% |
| 5Y | +223.1% | +81.8% | +141.3% | +146.8% |
| 10Y | +246.3% | +311.5% | -65.2% | +101.3% |
| All | +271.2% | +373.8% | -102.6% | +108.4% |
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