-45.5%
SPOG vs SPY
+16.0%
-61.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.0% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +22.4% | +0.1% | +22.3% | +22.3% |
| 3M | +13.5% | +2.0% | +11.5% | +12.3% |
| 6M | -12.9% | +13.0% | -25.9% | -25.6% |
| YTD | -32.3% | +13.5% | -45.9% | -42.4% |
| All | -45.5% | +16.0% | -61.5% | -56.2% |
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