-99.7%
SUGP vs SPY
+61.0%
-160.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +2.9% | -0.4% | +3.3% | +3.0% |
| 30D | -68.6% | -1.4% | -67.3% | -68.5% |
| 3M | -87.1% | +3.7% | -90.8% | -87.2% |
| 6M | -97.5% | +13.0% | -110.5% | -97.8% |
| YTD | -97.9% | +12.4% | -110.3% | -98.0% |
| 1Y | -97.9% | +18.5% | -116.4% | -98.1% |
| All | -99.7% | +61.0% | -160.7% | -99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling