-100.0%
SUNE vs SPY
+3,045.4%
-3,145.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.8% |
| 7D | -2.5% | +3.3% | -5.8% | -4.4% |
| 30D | -15.2% | -2.7% | -12.5% | -13.6% |
| 3M | -25.6% | -1.7% | -23.8% | -24.7% |
| 6M | +27.5% | +3.1% | +24.4% | +26.3% |
| YTD | +89.3% | +11.9% | +77.4% | +79.9% |
| 1Y | +39.3% | +12.0% | +27.3% | +32.6% |
| 3Y | -100.0% | +78.2% | -178.2% | -100.0% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| 10Y | -100.0% | +309.6% | -409.6% | -100.0% |
| All | -100.0% | +3,045.4% | -3,145.4% | -100.0% |
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