+265.2%
SU vs SPY
+322.5%
-57.3%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.9% |
| 7D | +2.2% | -0.8% | +3.0% | +2.9% |
| 30D | +8.4% | -1.1% | +9.5% | +9.4% |
| 3M | +12.1% | +3.9% | +8.2% | +7.5% |
| 6M | +19.7% | +13.6% | +6.1% | +4.4% |
| YTD | +58.4% | +12.7% | +45.7% | +39.1% |
| 1Y | +67.2% | +17.5% | +49.7% | +40.5% |
| 3Y | +125.0% | +76.9% | +48.1% | +21.7% |
| 5Y | +355.1% | +83.6% | +271.5% | +132.7% |
| All | +265.2% | +322.5% | -57.3% | -20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling