+221.2%
SUPV vs SPY
+78.1%
+143.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +5.2% |
| 7D | +5.5% | +2.6% | +2.9% | +0.9% |
| 30D | -15.3% | -2.0% | -13.3% | -12.6% |
| 3M | -29.5% | -2.8% | -26.8% | -26.4% |
| 6M | -22.1% | +2.1% | -24.3% | -25.5% |
| YTD | -49.7% | +11.5% | -61.2% | -58.6% |
| 1Y | -46.5% | +13.5% | -60.0% | -57.2% |
| 3Y | +221.2% | +77.7% | +143.5% | +27.0% |
| All | +221.2% | +78.1% | +143.1% | +27.0% |
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