-75.1%
SGHT vs SPY
+89.5%
-164.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.5% |
| 30D | +50.5% | +0.1% | +50.4% | +50.3% |
| 3M | +81.5% | +2.0% | +79.5% | +74.5% |
| 6M | +54.3% | +13.0% | +41.3% | +24.6% |
| YTD | +5.3% | +13.5% | -8.2% | -15.7% |
| 1Y | +123.9% | +20.0% | +103.9% | +64.8% |
| 3Y | +27.7% | +77.2% | -49.5% | -51.1% |
| 5Y | -73.9% | +81.9% | -155.8% | -90.4% |
| All | -75.1% | +89.5% | -164.6% | -91.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling