-99.7%
SURG vs SPY
+212.4%
-312.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.5% |
| 7D | +5.5% | -0.4% | +5.8% | +5.7% |
| 30D | -42.7% | -1.4% | -41.3% | -42.1% |
| 3M | -65.4% | +3.7% | -69.1% | -66.4% |
| 6M | -78.2% | +13.0% | -91.2% | -80.1% |
| YTD | -89.6% | +12.4% | -102.0% | -90.5% |
| 1Y | -93.8% | +18.5% | -112.3% | -94.5% |
| 3Y | -96.4% | +77.6% | -174.0% | -97.5% |
| 5Y | -96.5% | +81.7% | -178.2% | -97.7% |
| All | -99.7% | +212.4% | -312.1% | -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