-100.0%
SGLY vs SPY
+658.8%
-758.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.9% |
| 7D | -6.1% | +0.1% | -6.2% | -6.2% |
| 30D | -79.1% | +0.1% | -79.1% | -79.1% |
| 3M | -75.4% | +2.0% | -77.3% | -75.6% |
| 6M | -76.5% | +13.0% | -89.5% | -78.4% |
| YTD | -84.6% | +13.5% | -98.1% | -85.9% |
| 1Y | -91.0% | +20.0% | -111.0% | -92.1% |
| 3Y | -98.0% | +77.2% | -175.2% | -98.7% |
| 5Y | -99.7% | +81.9% | -181.6% | -99.8% |
| 10Y | -99.9% | +314.1% | -413.9% | -100.0% |
| All | -100.0% | +658.8% | -758.7% | -100.0% |
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