-87.0%
SRG vs SPY
+80.9%
-167.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -5.8% |
| 7D | -7.3% | -0.4% | -6.9% | -6.8% |
| 30D | -20.7% | -1.4% | -19.4% | -19.4% |
| 3M | -29.5% | +3.7% | -33.2% | -32.7% |
| 6M | -32.5% | +13.0% | -45.5% | -41.7% |
| YTD | -41.2% | +12.4% | -53.6% | -49.0% |
| 1Y | -57.4% | +18.5% | -75.9% | -65.1% |
| 3Y | -74.6% | +77.6% | -152.2% | -87.8% |
| All | -87.0% | +80.9% | -167.9% | -94.0% |
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