+275.2%
SGI vs SPY
+312.5%
-37.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | +0.6% | -0.4% | +1.0% | +1.1% |
| 30D | +5.5% | -1.4% | +6.9% | +7.6% |
| 3M | -3.6% | +3.7% | -7.3% | -8.1% |
| 6M | -15.0% | +13.0% | -28.0% | -27.4% |
| YTD | -23.0% | +12.4% | -35.4% | -33.8% |
| 1Y | -18.4% | +18.5% | -36.9% | -34.9% |
| 3Y | +57.8% | +77.6% | -19.9% | -28.9% |
| 5Y | +51.5% | +81.7% | -30.2% | -32.4% |
| 10Y | +275.2% | +319.7% | -44.5% | -45.5% |
| All | +275.2% | +312.5% | -37.3% | -45.5% |
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