+57.5%
SUPN vs VT
+223.7%
-166.2%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +3.0% | +4.9% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -0.7% | -2.6% | +1.9% | +0.1% |
| 3M | -8.3% | -3.2% | -5.1% | -7.5% |
| 6M | -9.9% | +0.9% | -10.8% | -10.2% |
| YTD | -0.8% | +11.3% | -12.1% | -3.4% |
| 1Y | +13.6% | +14.0% | -0.4% | +10.0% |
| 3Y | +95.2% | +75.8% | +19.3% | +75.7% |
| 5Y | +97.2% | +57.8% | +39.4% | +87.5% |
| 10Y | +57.5% | +219.8% | -162.3% | -6.4% |
| All | +57.5% | +223.7% | -166.2% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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