+97.9%
SGLC vs SPY
+96.3%
+1.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +0.1% |
| 7D | 0.0% | -0.4% | +0.3% | +0.3% |
| 30D | -1.2% | -1.4% | +0.2% | +0.2% |
| 3M | +5.6% | +3.7% | +1.9% | +1.8% |
| 6M | +18.4% | +13.0% | +5.4% | +4.6% |
| YTD | +18.0% | +12.4% | +5.6% | +4.9% |
| 1Y | +26.2% | +18.5% | +7.7% | +6.4% |
| 3Y | +80.1% | +77.6% | +2.4% | +0.7% |
| All | +97.9% | +96.3% | +1.6% | +0.5% |
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 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