-88.3%
SOGP vs SPY
+152.2%
-240.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.5% |
| 7D | -4.0% | -0.4% | -3.7% | -3.7% |
| 30D | +0.8% | -1.4% | +2.1% | +2.3% |
| 3M | +3.0% | +3.7% | -0.7% | -2.3% |
| 6M | -7.7% | +13.0% | -20.7% | -21.9% |
| YTD | +10.6% | +12.4% | -1.8% | -5.3% |
| 1Y | -48.8% | +18.5% | -67.3% | -58.5% |
| 3Y | +190.0% | +77.6% | +112.4% | +40.0% |
| 5Y | -66.4% | +81.7% | -148.1% | -83.4% |
| All | -88.3% | +152.2% | -240.5% | -95.7% |
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 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