-99.7%
SOWG vs SPY
+886.2%
-985.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.5% |
| 7D | -16.6% | +0.5% | -17.2% | -16.8% |
| 30D | +13.9% | -0.9% | +14.9% | +14.2% |
| 3M | +139.2% | +3.9% | +135.3% | +136.0% |
| 6M | -46.8% | +14.5% | -61.4% | -49.3% |
| YTD | -39.0% | +12.9% | -51.9% | -41.4% |
| 1Y | -72.4% | +19.4% | -91.7% | -73.9% |
| 3Y | -97.0% | +78.5% | -175.5% | -97.5% |
| 5Y | -95.9% | +81.8% | -177.6% | -96.5% |
| 10Y | -98.8% | +311.5% | -410.4% | -99.2% |
| All | -99.7% | +886.2% | -985.9% | -99.7% |
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