+211.7%
SGDM vs SPY
+369.5%
-157.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -4.7% | +3.3% | -8.0% | -6.2% |
| 30D | -6.1% | -2.7% | -3.4% | -4.8% |
| 3M | -8.3% | -1.7% | -6.6% | -7.4% |
| 6M | -13.4% | +3.1% | -16.5% | -14.3% |
| YTD | -0.6% | +11.9% | -12.5% | -4.9% |
| 1Y | +8.1% | +12.0% | -3.9% | +3.5% |
| 3Y | +216.1% | +78.2% | +137.9% | +146.9% |
| 5Y | +145.1% | +73.2% | +71.9% | +91.1% |
| 10Y | +293.6% | +309.6% | -16.1% | +129.5% |
| All | +211.7% | +369.5% | -157.8% | +75.9% |
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