-89.9%
SOGP vs SPY
+149.6%
-239.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.4% | +2.9% | +2.4% |
| 7D | -7.5% | +0.1% | -7.6% | -7.5% |
| 30D | -4.9% | -3.3% | -1.6% | -0.6% |
| 3M | -18.3% | -2.4% | -15.9% | -15.7% |
| 6M | -31.7% | +2.6% | -34.3% | -34.2% |
| YTD | -4.2% | +11.2% | -15.5% | -16.7% |
| 1Y | -13.4% | +13.4% | -26.8% | -26.2% |
| 3Y | +219.2% | +79.9% | +139.3% | +51.8% |
| 5Y | -57.9% | +72.2% | -130.1% | -78.1% |
| All | -89.9% | +149.6% | -239.5% | -96.2% |
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