-99.7%
SUGP vs SPY
+60.0%
-159.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.2% |
| 7D | -6.4% | -2.0% | -4.4% | -5.9% |
| 30D | -71.4% | -1.7% | -69.7% | -71.3% |
| 3M | -88.1% | +4.7% | -92.9% | -88.3% |
| 6M | -97.6% | +12.5% | -110.1% | -97.8% |
| YTD | -98.0% | +11.7% | -109.7% | -98.1% |
| 1Y | -97.9% | +17.5% | -115.4% | -98.2% |
| All | -99.7% | +60.0% | -159.7% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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