-90.4%
SOGP vs SPY
+143.8%
-234.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.2% | +1.2% |
| 7D | -12.3% | -2.7% | -9.6% | -9.1% |
| 30D | -11.0% | -5.4% | -5.6% | -4.4% |
| 3M | -23.2% | -4.1% | -19.1% | -19.1% |
| 6M | -35.6% | +0.7% | -36.3% | -36.6% |
| YTD | -9.1% | +8.7% | -17.7% | -18.7% |
| 1Y | -19.8% | +10.9% | -30.7% | -29.8% |
| 3Y | +204.0% | +75.0% | +129.0% | +49.5% |
| 5Y | -61.3% | +67.8% | -129.1% | -79.2% |
| All | -90.4% | +143.8% | -234.2% | -96.3% |
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