+603.3%
SGML vs SPY
+217.0%
+386.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -0.5% | -15.3% | -15.4% |
| 7D | -14.9% | +0.5% | -15.5% | -15.2% |
| 30D | -8.3% | -0.9% | -7.4% | -7.5% |
| 3M | -21.3% | +3.9% | -25.2% | -23.1% |
| 6M | -15.5% | +14.5% | -30.0% | -22.8% |
| YTD | -20.9% | +12.9% | -33.8% | -27.0% |
| 1Y | +67.1% | +19.4% | +47.8% | +49.3% |
| 3Y | -67.4% | +78.5% | -145.9% | -76.6% |
| 5Y | +29.1% | +81.8% | -52.7% | -9.6% |
| All | +603.3% | +217.0% | +386.3% | +389.4% |
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 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