-88.7%
SUIG vs SPY
+82.3%
-171.0%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.1% |
| 7D | +1.1% | -0.8% | +1.9% | +1.6% |
| 30D | +10.5% | -1.1% | +11.5% | +11.2% |
| 3M | -26.6% | +3.9% | -30.5% | -28.2% |
| 6M | -33.5% | +13.6% | -47.1% | -37.7% |
| YTD | -40.7% | +12.7% | -53.3% | -44.0% |
| 1Y | -77.0% | +17.5% | -94.5% | -78.5% |
| 3Y | -67.0% | +76.9% | -143.9% | -70.4% |
| All | -88.7% | +82.3% | -171.0% | -90.3% |
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