-95.6%
SNGX vs SPY
+77.0%
-172.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.8% |
| 7D | -5.3% | -0.8% | -4.5% | -4.6% |
| 30D | -7.7% | -1.1% | -6.6% | -6.8% |
| 3M | -16.3% | +3.9% | -20.1% | -19.3% |
| 6M | -70.7% | +13.6% | -84.3% | -73.3% |
| YTD | -73.1% | +12.7% | -85.8% | -75.3% |
| 1Y | -87.1% | +17.5% | -104.6% | -88.3% |
| 3Y | -95.6% | +76.9% | -172.5% | -96.7% |
| All | -95.6% | +77.0% | -172.6% | -96.7% |
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 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