-25.7%
SGRY vs SPY
+377.9%
-403.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.9% |
| 7D | +1.0% | -0.4% | +1.4% | +1.6% |
| 30D | -11.5% | -1.4% | -10.1% | -9.6% |
| 3M | +1.1% | +3.7% | -2.6% | -5.0% |
| 6M | +6.2% | +13.0% | -6.8% | -13.2% |
| YTD | -8.6% | +12.4% | -21.0% | -24.6% |
| 1Y | -35.6% | +18.5% | -54.2% | -51.8% |
| 3Y | -55.9% | +77.6% | -133.5% | -83.7% |
| 5Y | -71.6% | +81.7% | -153.3% | -89.2% |
| 10Y | -26.4% | +319.7% | -346.1% | -89.3% |
| All | -25.7% | +377.9% | -403.5% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling