-35.4%
SPOG vs SPY
+14.7%
-50.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.2% |
| 7D | -6.4% | -0.9% | -5.5% | -6.0% |
| 30D | +28.3% | -2.4% | +30.6% | +29.5% |
| 3M | +35.1% | -1.2% | +36.3% | +35.1% |
| 6M | +80.6% | +3.3% | +77.3% | +72.4% |
| YTD | -19.7% | +12.3% | -32.0% | -31.6% |
| All | -35.4% | +14.7% | -50.0% | -48.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling