-95.9%
SRG vs SPY
+318.9%
-414.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.8% |
| 7D | -12.0% | -2.0% | -10.0% | -9.5% |
| 30D | -20.4% | -1.7% | -18.8% | -18.6% |
| 3M | -28.5% | +4.7% | -33.2% | -33.2% |
| 6M | -30.5% | +12.5% | -43.0% | -41.1% |
| YTD | -41.2% | +11.7% | -53.0% | -49.8% |
| 1Y | -57.2% | +17.5% | -74.7% | -65.7% |
| 3Y | -74.6% | +76.6% | -151.1% | -88.8% |
| 5Y | -87.0% | +82.0% | -169.0% | -94.5% |
| All | -95.9% | +318.9% | -414.8% | -99.2% |
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 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