-65.0%
SNTG vs SPY
+89.1%
-154.1%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +3.8% |
| 7D | +0.6% | -2.0% | +2.6% | +6.6% |
| 30D | -14.2% | -1.7% | -12.6% | -9.9% |
| 3M | -28.3% | +4.7% | -33.0% | -38.9% |
| 6M | -7.9% | +12.5% | -20.4% | -38.7% |
| YTD | -7.4% | +11.7% | -19.1% | -37.4% |
| 1Y | -56.6% | +17.5% | -74.1% | -75.4% |
| 3Y | -6.4% | +76.6% | -82.9% | -92.0% |
| 5Y | -91.0% | +82.0% | -173.0% | -100.0% |
| All | -65.0% | +89.1% | -154.1% | -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 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