-100.0%
SNGX vs SPY
+2,990.0%
-3,090.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -2.5% |
| 7D | -5.3% | -2.0% | -3.3% | -4.5% |
| 30D | -7.7% | -1.7% | -6.0% | -7.1% |
| 3M | -21.7% | +4.7% | -26.5% | -23.2% |
| 6M | -70.7% | +12.5% | -83.2% | -71.8% |
| YTD | -73.1% | +11.7% | -84.9% | -74.0% |
| 1Y | -87.1% | +17.5% | -104.5% | -87.7% |
| 3Y | -95.5% | +76.6% | -172.1% | -96.3% |
| 5Y | -99.9% | +82.0% | -181.9% | -99.9% |
| 10Y | -100.0% | +317.1% | -417.1% | -100.0% |
| All | -100.0% | +2,990.0% | -3,090.0% | -100.0% |
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