+690.1%
SUPN vs SPY
+602.2%
+87.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.1% |
| 7D | -3.0% | +0.5% | -3.5% | -3.4% |
| 30D | -10.9% | -0.9% | -10.0% | -10.3% |
| 3M | -4.6% | +3.9% | -8.5% | -7.9% |
| 6M | -21.2% | +14.5% | -35.8% | -29.7% |
| YTD | -14.6% | +12.9% | -27.5% | -22.9% |
| 1Y | -7.4% | +19.4% | -26.8% | -20.3% |
| 3Y | +38.7% | +78.5% | -39.8% | -16.2% |
| 5Y | +57.0% | +81.8% | -24.8% | -8.0% |
| 10Y | +87.3% | +311.5% | -224.2% | -50.1% |
| All | +690.1% | +602.2% | +87.9% | +34.2% |
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