-8.5%
SUIG vs SPY
+798.9%
-807.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.4% |
| 30D | +10.5% | -1.1% | +11.5% | +10.9% |
| 3M | -26.6% | +3.9% | -30.5% | -27.7% |
| 6M | -33.5% | +13.6% | -47.1% | -36.4% |
| YTD | -40.7% | +12.7% | -53.3% | -42.9% |
| 1Y | -77.0% | +17.5% | -94.5% | -78.0% |
| 3Y | -67.0% | +76.9% | -143.9% | -71.7% |
| 5Y | -88.7% | +83.6% | -172.3% | -90.5% |
| 10Y | +25.9% | +320.7% | -294.8% | -32.9% |
| All | -8.5% | +798.9% | -807.3% | -96.1% |
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