+25.6%
SUPX vs SPY
+54.0%
-28.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -1.9% |
| 7D | +7.4% | +3.3% | +4.1% | +5.8% |
| 30D | -26.9% | -2.7% | -24.2% | -26.0% |
| 3M | -28.2% | -1.7% | -26.4% | -27.5% |
| 6M | -41.2% | +3.1% | -44.3% | -41.4% |
| YTD | -67.5% | +11.9% | -79.4% | -67.8% |
| 1Y | -89.6% | +12.0% | -101.5% | -89.6% |
| All | +25.6% | +54.0% | -28.4% | +34.2% |
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