-100.0%
SGLY vs SPY
+647.7%
-747.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.9% |
| 7D | +50.0% | +3.3% | +46.7% | +46.8% |
| 30D | -7.4% | -2.7% | -4.7% | -5.3% |
| 3M | -90.1% | -1.7% | -88.4% | -90.0% |
| 6M | -89.8% | +3.1% | -92.9% | -90.0% |
| YTD | -93.0% | +11.9% | -104.9% | -93.5% |
| 1Y | -92.2% | +12.0% | -104.2% | -92.8% |
| 3Y | -99.1% | +78.2% | -177.3% | -99.4% |
| 5Y | -99.9% | +73.2% | -173.1% | -99.9% |
| 10Y | -99.9% | +309.6% | -409.6% | -100.0% |
| All | -100.0% | +647.7% | -747.7% | -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