+101.2%
SUPX vs SPY
+53.8%
+47.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -0.6% | +15.5% | +15.2% |
| 7D | -8.9% | -2.0% | -6.9% | -8.1% |
| 30D | +18.6% | -1.7% | +20.2% | +19.5% |
| 3M | -10.9% | +4.7% | -15.6% | -11.9% |
| 6M | -15.7% | +12.5% | -28.2% | -16.6% |
| YTD | -47.9% | +11.7% | -59.6% | -48.4% |
| 1Y | -87.3% | +17.5% | -104.8% | -87.4% |
| All | +101.2% | +53.8% | +47.4% | +114.9% |
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