-99.9%
SUGP vs SPY
+60.9%
-160.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.6% |
| 7D | -22.5% | -0.9% | -21.6% | -22.3% |
| 30D | -27.6% | -2.4% | -25.3% | -27.1% |
| 3M | -89.9% | -1.2% | -88.7% | -89.9% |
| 6M | -99.0% | +3.3% | -102.3% | -99.0% |
| YTD | -99.3% | +12.3% | -111.6% | -99.3% |
| 1Y | -99.3% | +12.4% | -111.8% | -99.4% |
| All | -99.9% | +60.9% | -160.7% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling