+22.9%
SGRW vs SPY
+10.6%
+12.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | -0.5% |
| 7D | -2.5% | -0.8% | -1.7% | -1.3% |
| 30D | -6.5% | -1.1% | -5.4% | -4.8% |
| 3M | +5.0% | +3.9% | +1.2% | -1.1% |
| 6M | +31.9% | +13.6% | +18.3% | +7.6% |
| All | +22.9% | +10.6% | +12.3% | +3.8% |
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