-33.4%
SUPV vs SPY
+322.5%
-355.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -3.8% |
| 7D | -3.3% | -0.8% | -2.5% | -2.3% |
| 30D | +2.7% | -1.1% | +3.7% | +4.0% |
| 3M | -21.9% | +3.9% | -25.8% | -26.0% |
| 6M | -8.1% | +13.6% | -21.7% | -22.2% |
| YTD | -28.1% | +12.7% | -40.8% | -38.0% |
| 1Y | +43.6% | +17.5% | +26.1% | +18.7% |
| 3Y | +253.0% | +76.9% | +176.1% | +77.0% |
| 5Y | +260.5% | +83.6% | +177.0% | +70.2% |
| All | -33.4% | +322.5% | -355.9% | -86.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling