-67.7%
SGHT vs SPY
+86.1%
-153.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.8% |
| 7D | +7.4% | +2.6% | +4.8% | +3.1% |
| 30D | +31.3% | -2.0% | +33.3% | +35.5% |
| 3M | +30.2% | -2.8% | +32.9% | +36.3% |
| 6M | +121.0% | +2.1% | +118.9% | +111.3% |
| YTD | +36.6% | +11.5% | +25.1% | +12.5% |
| 1Y | +53.6% | +13.5% | +40.2% | +23.1% |
| 3Y | +500.0% | +77.7% | +422.3% | +117.0% |
| 5Y | -52.4% | +72.6% | -125.0% | -80.8% |
| All | -67.7% | +86.1% | -153.8% | -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