+270.3%
SUPV vs SPY
+79.8%
+190.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -0.6% | -2.0% | +1.4% | +2.1% |
| 30D | +4.3% | -1.7% | +6.0% | +6.5% |
| 3M | -9.6% | +4.7% | -14.4% | -14.9% |
| 6M | -3.5% | +12.5% | -16.0% | -16.9% |
| YTD | -26.1% | +11.7% | -37.9% | -35.4% |
| 1Y | +39.5% | +17.5% | +22.0% | +16.3% |
| 3Y | +248.6% | +76.6% | +172.1% | +94.1% |
| 5Y | +270.3% | +82.0% | +188.3% | +93.5% |
| All | +270.3% | +79.8% | +190.5% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling