+67.0%
SGU vs SPY
+80.9%
-13.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.9% |
| 7D | +0.5% | -0.4% | +0.8% | +0.6% |
| 30D | +1.9% | -1.4% | +3.3% | +2.3% |
| 3M | +3.0% | +3.7% | -0.7% | +1.7% |
| 6M | +2.8% | +13.0% | -10.2% | -1.2% |
| YTD | +14.2% | +12.4% | +1.8% | +9.9% |
| 1Y | +18.6% | +18.5% | 0.0% | +12.0% |
| 3Y | +32.3% | +77.6% | -45.3% | +7.2% |
| All | +67.0% | +80.9% | -13.8% | +32.9% |
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 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