-94.0%
SRG vs SPY
+348.9%
-442.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.7% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -15.8% | +0.1% | -15.8% | -15.8% |
| 3M | -25.4% | +2.0% | -27.4% | -27.7% |
| 6M | -29.3% | +13.0% | -42.3% | -40.0% |
| YTD | -36.0% | +13.5% | -49.5% | -46.1% |
| 1Y | -43.3% | +20.0% | -63.3% | -55.4% |
| 3Y | -72.5% | +77.2% | -149.7% | -87.4% |
| 5Y | -86.8% | +81.9% | -168.7% | -94.1% |
| 10Y | -95.1% | +314.1% | -409.1% | -99.0% |
| All | -94.0% | +348.9% | -442.9% | -98.8% |
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