+564.9%
SPYG vs SUI
+1,624.5%
-1,059.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.4% | -2.8% | +3.2% | +1.4% |
| 30D | -0.4% | -1.2% | +0.7% | -0.1% |
| 3M | +0.5% | -1.7% | +2.3% | +0.7% |
| 6M | +17.5% | -10.5% | +27.9% | +21.3% |
| YTD | +14.3% | -1.8% | +16.2% | +14.1% |
| 1Y | +21.7% | -4.1% | +25.8% | +22.2% |
| 3Y | +98.6% | +11.3% | +87.4% | +84.5% |
| 5Y | +85.1% | -32.1% | +117.2% | +103.1% |
| 10Y | +412.0% | +110.4% | +301.6% | +264.5% |
| All | +564.9% | +1,624.5% | -1,059.6% | +85.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling