-99.5%
SGLY vs SPY
+81.0%
-180.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.6% | -0.5% | +20.1% | +20.0% |
| 7D | +26.0% | -0.4% | +26.4% | +26.2% |
| 30D | -77.9% | -1.4% | -76.5% | -77.6% |
| 3M | -62.5% | +3.7% | -66.2% | -63.5% |
| 6M | -64.5% | +13.0% | -77.5% | -67.8% |
| YTD | -78.9% | +12.4% | -91.3% | -80.8% |
| 1Y | -87.5% | +18.5% | -106.0% | -89.1% |
| 3Y | -97.5% | +77.6% | -175.1% | -98.6% |
| 5Y | -99.5% | +81.7% | -181.2% | -99.7% |
| All | -99.5% | +81.0% | -180.5% | -99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling