+807.6%
SUN vs SPY
+560.2%
+247.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.7% |
| 7D | +5.7% | +2.6% | +3.1% | +3.6% |
| 30D | -10.8% | -2.0% | -8.8% | -9.5% |
| 3M | -10.9% | -2.8% | -8.1% | -9.2% |
| 6M | -3.9% | +2.1% | -6.1% | -6.3% |
| YTD | +32.3% | +11.5% | +20.8% | +19.8% |
| 1Y | +35.5% | +13.5% | +22.0% | +20.8% |
| 3Y | +47.2% | +77.7% | -30.5% | -11.3% |
| 5Y | +127.1% | +72.6% | +54.5% | +37.6% |
| 10Y | +542.4% | +308.2% | +234.2% | +82.7% |
| All | +807.6% | +560.2% | +247.3% | +103.8% |
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