+273.5%
SGDM vs SPY
+376.4%
-102.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +20.1% | +0.1% | +20.0% | +20.1% |
| 3M | +15.5% | +2.0% | +13.5% | +14.7% |
| 6M | -5.7% | +13.0% | -18.7% | -10.4% |
| YTD | +19.1% | +13.5% | +5.5% | +13.0% |
| 1Y | +54.1% | +20.0% | +34.1% | +42.9% |
| 3Y | +244.7% | +77.2% | +167.5% | +169.2% |
| 5Y | +214.7% | +81.9% | +132.8% | +140.2% |
| 10Y | +256.9% | +314.1% | -57.2% | +106.8% |
| All | +273.5% | +376.4% | -102.9% | +109.1% |
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