+402.1%
SPYG vs SUI
+120.9%
+281.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +4.2% | -3.8% | +8.0% | +5.5% |
| 30D | -7.4% | +3.9% | -11.4% | -8.9% |
| 3M | -5.3% | +0.2% | -5.5% | -5.8% |
| 6M | -1.2% | -4.2% | +3.0% | -0.7% |
| YTD | +9.0% | -2.5% | +11.5% | +8.6% |
| 1Y | +8.8% | -4.0% | +12.8% | +9.0% |
| 3Y | +92.8% | +16.5% | +76.2% | +74.5% |
| 5Y | +69.3% | -27.2% | +96.5% | +82.8% |
| All | +402.1% | +120.9% | +281.2% | +299.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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