+123.9%
SGHT vs SPY
+20.8%
+103.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | +50.5% | +0.1% | +50.4% | +50.3% |
| 3M | +81.5% | +2.0% | +79.5% | +75.3% |
| 6M | +54.3% | +13.0% | +41.3% | +20.3% |
| YTD | +5.3% | +13.5% | -8.2% | -19.3% |
| 1Y | +123.9% | +20.0% | +103.9% | +39.4% |
| All | +123.9% | +20.8% | +103.0% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling