+540.6%
SGML vs SPY
+216.4%
+324.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.9% | -6.5% | -6.3% |
| 7D | -23.3% | -0.8% | -22.6% | -22.8% |
| 30D | -19.6% | -1.1% | -18.6% | -18.9% |
| 3M | -35.5% | +3.9% | -39.4% | -37.1% |
| 6M | -26.7% | +13.6% | -40.3% | -32.7% |
| YTD | -28.0% | +12.7% | -40.7% | -33.4% |
| 1Y | +75.0% | +17.5% | +57.4% | +58.0% |
| 3Y | -71.3% | +76.9% | -148.2% | -79.3% |
| 5Y | +18.8% | +83.6% | -64.8% | -16.8% |
| All | +540.6% | +216.4% | +324.2% | +346.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling