-99.7%
SUGP vs SPY
+61.8%
-161.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | -68.7% | -0.9% | -67.8% | -68.7% |
| 3M | -86.3% | +3.9% | -90.2% | -86.5% |
| 6M | -97.5% | +14.5% | -112.0% | -97.7% |
| YTD | -97.9% | +12.9% | -110.8% | -98.0% |
| 1Y | -97.9% | +19.4% | -117.2% | -98.1% |
| All | -99.7% | +61.8% | -161.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling