+105.1%
SGML vs SPY
+20.8%
+84.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.2% |
| 7D | +1.1% | +0.1% | +1.0% | +0.8% |
| 30D | +17.4% | +0.1% | +17.4% | +17.5% |
| 3M | -15.9% | +2.0% | -17.9% | -18.7% |
| 6M | -4.4% | +13.0% | -17.4% | -22.7% |
| YTD | -6.1% | +13.5% | -19.6% | -25.0% |
| 1Y | +105.1% | +20.0% | +85.2% | +71.9% |
| All | +105.1% | +20.8% | +84.3% | +71.9% |
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