+17.4%
SGU vs SPY
+17.2%
+0.1%
-8.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.5% | -2.0% | +1.4% | -0.3% |
| 30D | +1.2% | -1.7% | +2.8% | +1.4% |
| 3M | +1.5% | +4.7% | -3.2% | +0.8% |
| 6M | +3.1% | +12.5% | -9.4% | +1.7% |
| YTD | +12.9% | +11.7% | +1.2% | +11.3% |
| 1Y | +17.4% | +17.5% | -0.1% | +13.9% |
| All | +17.4% | +17.2% | +0.1% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling