-66.0%
SNTG vs SPY
+92.2%
-158.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.6% |
| 30D | -2.9% | +0.1% | -2.9% | -2.9% |
| 3M | -22.7% | +2.0% | -24.7% | -29.6% |
| 6M | -10.5% | +13.0% | -23.5% | -41.2% |
| YTD | -10.1% | +13.5% | -23.6% | -42.0% |
| 1Y | -25.4% | +20.0% | -45.4% | -60.3% |
| 3Y | -10.5% | +77.2% | -87.7% | -92.2% |
| 5Y | -92.1% | +81.9% | -174.0% | -100.0% |
| All | -66.0% | +92.2% | -158.2% | -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