-53.2%
SUPV vs SPY
+14.6%
-67.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -4.8% |
| 7D | -11.8% | -0.7% | -11.1% | -10.5% |
| 30D | -20.0% | -1.0% | -18.9% | -18.4% |
| 3M | -34.9% | -0.3% | -34.6% | -34.7% |
| 6M | -25.9% | +7.3% | -33.2% | -38.1% |
| YTD | -50.2% | +13.3% | -63.5% | -64.0% |
| 1Y | -53.2% | +14.8% | -68.0% | -67.4% |
| All | -53.2% | +14.6% | -67.8% | -67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling