-96.7%
SOWG vs SPY
+75.5%
-172.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.6% |
| 7D | +3.6% | -2.0% | +5.6% | +5.5% |
| 30D | +6.9% | -1.7% | +8.5% | +8.2% |
| 3M | +111.1% | +4.7% | +106.4% | +101.3% |
| 6M | -41.5% | +12.5% | -54.0% | -48.5% |
| YTD | -32.9% | +11.7% | -44.7% | -40.0% |
| 1Y | -68.3% | +17.5% | -85.8% | -73.0% |
| All | -96.7% | +75.5% | -172.2% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling