+1,872.3%
SGI vs SPY
+976.7%
+895.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | +8.5% | +0.1% | +8.4% | +8.4% |
| 30D | +0.7% | +0.1% | +0.6% | +0.7% |
| 3M | +0.6% | +2.0% | -1.4% | -2.0% |
| 6M | -17.9% | +13.0% | -31.0% | -30.3% |
| YTD | -21.2% | +13.5% | -34.7% | -33.5% |
| 1Y | -18.9% | +20.0% | -38.8% | -36.9% |
| 3Y | +52.6% | +77.2% | -24.6% | -32.4% |
| 5Y | +60.7% | +81.9% | -21.2% | -29.9% |
| 10Y | +278.1% | +314.1% | -36.0% | -46.0% |
| All | +1,872.3% | +976.7% | +895.6% | +2.7% |
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 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