-37.3%
SPOG vs SPY
+14.3%
-51.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -5.3% | +3.3% | -8.6% | -6.7% |
| 30D | +23.9% | -2.7% | +26.6% | +25.3% |
| 3M | +39.1% | -1.7% | +40.8% | +39.6% |
| 6M | +64.0% | +3.1% | +61.0% | +56.5% |
| YTD | -22.1% | +11.9% | -34.0% | -33.6% |
| All | -37.3% | +14.3% | -51.6% | -49.5% |
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