-97.9%
SGLY vs SPY
+78.7%
-176.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | -0.5% | +15.0% | +14.7% |
| 7D | +14.5% | +0.5% | +13.9% | +14.2% |
| 30D | -77.0% | -0.9% | -76.1% | -76.9% |
| 3M | -67.8% | +3.9% | -71.6% | -68.1% |
| 6M | -71.8% | +14.5% | -86.3% | -72.8% |
| YTD | -82.4% | +12.9% | -95.3% | -82.9% |
| 1Y | -89.6% | +19.4% | -109.0% | -90.1% |
| 3Y | -97.9% | +78.5% | -176.3% | -98.2% |
| All | -97.9% | +78.7% | -176.6% | -98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling