-93.2%
SGLY vs SPY
+12.1%
-105.2%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.4% | +8.3% | +8.4% |
| 7D | +70.0% | +2.6% | +67.4% | +64.7% |
| 30D | +9.7% | -2.0% | +11.7% | +12.1% |
| 3M | -87.6% | -2.8% | -84.8% | -87.1% |
| 6M | -89.0% | +2.1% | -91.1% | -89.1% |
| YTD | -92.4% | +11.5% | -103.9% | -93.3% |
| 1Y | -93.2% | +13.5% | -106.6% | -94.4% |
| All | -93.2% | +12.1% | -105.2% | -94.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling