-88.3%
SOGP vs SPY
+154.7%
-243.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -4.0% | +0.1% | -4.1% | -4.1% |
| 30D | -6.5% | +0.1% | -6.6% | -6.8% |
| 3M | -5.5% | +2.0% | -7.5% | -8.4% |
| 6M | -8.3% | +13.0% | -21.3% | -22.3% |
| YTD | +10.6% | +13.5% | -2.9% | -6.5% |
| 1Y | -62.2% | +20.0% | -82.2% | -69.8% |
| 3Y | +145.0% | +77.2% | +67.8% | +18.8% |
| 5Y | -68.1% | +81.9% | -150.0% | -84.4% |
| All | -88.3% | +154.7% | -243.1% | -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 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