+265.2%
SU vs SPYG
+424.6%
-159.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.7% |
| 7D | +2.2% | -0.9% | +3.1% | +2.8% |
| 30D | +8.4% | -1.5% | +10.0% | +9.4% |
| 3M | +12.1% | +3.7% | +8.4% | +8.7% |
| 6M | +19.7% | +16.4% | +3.2% | +6.4% |
| YTD | +58.4% | +13.3% | +45.1% | +43.2% |
| 1Y | +67.2% | +17.9% | +49.4% | +46.5% |
| 3Y | +125.0% | +98.3% | +26.7% | +30.6% |
| 5Y | +355.1% | +86.4% | +268.6% | +170.6% |
| All | +265.2% | +424.6% | -159.4% | -10.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling