+134.7%
SGU vs SPY
+307.0%
-172.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.8% | +2.6% | -3.4% | -1.8% |
| 30D | +2.8% | -2.0% | +4.8% | +3.5% |
| 3M | +6.1% | -2.8% | +8.9% | +7.2% |
| 6M | +5.5% | +2.1% | +3.4% | +4.3% |
| YTD | +17.4% | +11.5% | +5.9% | +11.7% |
| 1Y | +17.3% | +13.5% | +3.8% | +10.7% |
| 3Y | +31.8% | +77.7% | -45.9% | +0.6% |
| 5Y | +55.2% | +72.6% | -17.4% | +19.1% |
| All | +134.7% | +307.0% | -172.3% | +14.1% |
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