-24.7%
SGRY vs SPY
+322.5%
-347.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +1.0% | +0.5% |
| 7D | +0.8% | -0.8% | +1.6% | +2.1% |
| 30D | -6.1% | -1.1% | -5.1% | -4.6% |
| 3M | -3.7% | +3.9% | -7.6% | -10.0% |
| 6M | +6.7% | +13.6% | -6.9% | -14.2% |
| YTD | -6.9% | +12.7% | -19.6% | -24.1% |
| 1Y | -35.0% | +17.5% | -52.5% | -51.1% |
| 3Y | -56.1% | +76.9% | -133.0% | -84.4% |
| 5Y | -70.1% | +83.6% | -153.7% | -89.3% |
| All | -24.7% | +322.5% | -347.2% | -91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling