-42.7%
SUPV vs SPY
+337.3%
-380.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +5.1% |
| 7D | +5.5% | +2.6% | +2.9% | +1.9% |
| 30D | -15.3% | -2.0% | -13.3% | -13.2% |
| 3M | -29.5% | -2.8% | -26.8% | -27.1% |
| 6M | -22.1% | +2.1% | -24.3% | -24.3% |
| YTD | -49.7% | +11.5% | -61.2% | -56.1% |
| 1Y | -46.5% | +13.5% | -60.0% | -54.3% |
| 3Y | +221.2% | +77.7% | +143.5% | +60.9% |
| 5Y | +170.6% | +72.6% | +98.0% | +39.2% |
| 10Y | -54.2% | +308.2% | -362.3% | -90.6% |
| All | -42.7% | +337.3% | -380.0% | -89.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling