+41.3%
SUPN vs SPY
+76.5%
-35.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.6% |
| 7D | -4.5% | -0.4% | -4.1% | -4.3% |
| 30D | -10.6% | -1.4% | -9.2% | -10.0% |
| 3M | -7.9% | +3.7% | -11.6% | -9.8% |
| 6M | -22.3% | +13.0% | -35.3% | -27.6% |
| YTD | -15.4% | +12.4% | -27.7% | -20.9% |
| 1Y | -8.6% | +18.5% | -27.1% | -17.0% |
| All | +41.3% | +76.5% | -35.3% | -4.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling