-66.4%
SOGP vs SPY
+81.8%
-148.1%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.8% |
| 30D | -5.6% | -0.9% | -4.6% | -4.5% |
| 3M | -3.9% | +3.9% | -7.8% | -10.1% |
| 6M | -6.5% | +14.5% | -21.0% | -25.6% |
| YTD | +10.7% | +12.9% | -2.2% | -9.4% |
| 1Y | -42.2% | +19.4% | -61.5% | -56.0% |
| 3Y | +190.3% | +78.5% | +111.8% | +9.5% |
| 5Y | -66.4% | +81.8% | -148.1% | -86.6% |
| All | -66.4% | +81.8% | -148.1% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling