-76.1%
SGHT vs SPY
+86.5%
-162.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | +0.5% |
| 7D | -4.5% | -2.0% | -2.5% | -1.1% |
| 30D | +3.3% | -1.7% | +4.9% | +6.4% |
| 3M | +66.1% | +4.7% | +61.3% | +52.3% |
| 6M | +99.6% | +12.5% | +87.1% | +61.4% |
| YTD | +0.9% | +11.7% | -10.8% | -16.8% |
| 1Y | +134.8% | +17.5% | +117.3% | +79.3% |
| 3Y | +30.4% | +76.6% | -46.2% | -49.8% |
| 5Y | -74.3% | +82.0% | -156.4% | -90.7% |
| All | -76.1% | +86.5% | -162.6% | -92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling