-67.4%
SGHT vs SPY
+87.4%
-154.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | -0.7% |
| 7D | +12.8% | -0.9% | +13.7% | +14.3% |
| 30D | +21.8% | -2.4% | +24.2% | +26.6% |
| 3M | +40.9% | -1.2% | +42.1% | +43.4% |
| 6M | +105.6% | +3.3% | +102.4% | +92.8% |
| YTD | +37.7% | +12.3% | +25.4% | +12.1% |
| 1Y | +55.1% | +12.4% | +42.7% | +26.6% |
| 3Y | +522.2% | +78.8% | +443.4% | +122.7% |
| 5Y | -53.5% | +75.2% | -128.7% | -81.8% |
| All | -67.4% | +87.4% | -154.8% | -89.2% |
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