-94.4%
SOWG vs SPY
+79.8%
-174.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.3% |
| 7D | +3.6% | -2.0% | +5.6% | +4.3% |
| 30D | +6.9% | -1.7% | +8.5% | +7.3% |
| 3M | +111.1% | +4.7% | +106.4% | +108.0% |
| 6M | -41.5% | +12.5% | -54.0% | -43.7% |
| YTD | -32.9% | +11.7% | -44.7% | -35.1% |
| 1Y | -68.3% | +17.5% | -85.8% | -69.7% |
| 3Y | -96.7% | +76.6% | -173.3% | -96.8% |
| 5Y | -94.4% | +82.0% | -176.5% | -94.9% |
| All | -94.4% | +79.8% | -174.2% | -94.9% |
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 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