+31.9%
SGHT vs SPY
+78.7%
-46.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.1% |
| 7D | -1.1% | +0.5% | -1.6% | -2.0% |
| 30D | +8.4% | -0.9% | +9.4% | +10.3% |
| 3M | +74.9% | +3.9% | +71.1% | +62.9% |
| 6M | +118.3% | +14.5% | +103.8% | +71.3% |
| YTD | +2.1% | +12.9% | -10.8% | -17.4% |
| 1Y | +119.5% | +19.4% | +100.2% | +63.2% |
| 3Y | +31.9% | +78.5% | -46.5% | -68.7% |
| All | +31.9% | +78.7% | -46.8% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling