+9.5%
SGP vs SPY
+13.0%
-3.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.7% |
| 7D | +7.7% | +0.5% | +7.1% | +6.8% |
| 30D | +14.3% | -0.9% | +15.2% | +15.9% |
| 3M | +54.3% | +3.9% | +50.4% | +46.4% |
| 6M | +8.4% | +14.5% | -6.1% | -19.2% |
| All | +9.5% | +13.0% | -3.5% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling