-31.8%
SGMT vs SPY
+76.1%
-107.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -3.4% |
| 7D | -0.5% | -0.8% | +0.2% | +0.9% |
| 30D | +15.9% | -1.1% | +16.9% | +18.1% |
| 3M | +69.2% | +3.9% | +65.3% | +56.3% |
| 6M | +89.5% | +13.6% | +75.9% | +46.5% |
| YTD | +83.8% | +12.7% | +71.1% | +44.5% |
| 1Y | +54.5% | +17.5% | +37.0% | +12.5% |
| 3Y | -12.5% | +76.9% | -89.4% | -75.2% |
| All | -31.8% | +76.1% | -107.9% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling