+30.5%
SGP vs SPY
+13.4%
+17.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -2.2% |
| 7D | +4.8% | -0.7% | +5.6% | +5.9% |
| 30D | +34.6% | -1.0% | +35.7% | +36.6% |
| 3M | +42.9% | -0.3% | +43.2% | +43.6% |
| 6M | +41.1% | +7.3% | +33.8% | +25.6% |
| All | +30.5% | +13.4% | +17.1% | -3.4% |
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 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