-74.5%
SGHT vs SPY
+81.0%
-155.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | +0.2% |
| 7D | -4.4% | -0.4% | -4.0% | -3.8% |
| 30D | +4.5% | -1.4% | +5.9% | +7.2% |
| 3M | +66.0% | +3.7% | +62.3% | +54.9% |
| 6M | +96.8% | +13.0% | +83.8% | +58.1% |
| YTD | +1.5% | +12.4% | -10.9% | -17.1% |
| 1Y | +125.5% | +18.5% | +107.0% | +69.8% |
| 3Y | +31.1% | +77.6% | -46.5% | -49.8% |
| 5Y | -74.5% | +81.7% | -156.2% | -90.7% |
| All | -74.5% | +81.0% | -155.5% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling