+86.2%
SU vs SPYG
+10.8%
+75.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.1% |
| 7D | -7.1% | -2.8% | -4.3% | -7.9% |
| 30D | +4.8% | -6.2% | +10.9% | +2.7% |
| 3M | +12.5% | -3.6% | +16.1% | +11.4% |
| 6M | +6.5% | +4.8% | +1.7% | +8.3% |
| YTD | +65.8% | +11.0% | +54.8% | +72.2% |
| 1Y | +86.2% | +11.2% | +74.9% | +93.5% |
| All | +86.2% | +10.8% | +75.3% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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