+264.2%
SUPV vs SPY
+76.5%
+187.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | -1.0% | -0.4% | -0.7% | -0.4% |
| 30D | +3.4% | -1.4% | +4.8% | +5.8% |
| 3M | -10.7% | +3.7% | -14.4% | -16.3% |
| 6M | +1.6% | +13.0% | -11.4% | -17.9% |
| YTD | -25.8% | +12.4% | -38.2% | -39.0% |
| 1Y | +48.6% | +18.5% | +30.1% | +14.2% |
| All | +264.2% | +76.5% | +187.7% | +73.8% |
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