+67.8%
SPYG vs SUI
-26.4%
+94.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.1% |
| 7D | +2.3% | -1.5% | +3.8% | +2.7% |
| 30D | -6.5% | +3.7% | -10.2% | -7.5% |
| 3M | -6.8% | -0.4% | -6.5% | -7.0% |
| 6M | -3.1% | -2.8% | -0.4% | -3.1% |
| YTD | +8.0% | -1.6% | +9.6% | +7.5% |
| 1Y | +10.2% | -2.1% | +12.3% | +9.8% |
| 3Y | +91.0% | +18.5% | +72.5% | +71.9% |
| All | +67.8% | -26.4% | +94.3% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling