+100.0%
SUPX vs VT
+58.4%
+41.6%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | 0.0% | -9.5% | -9.5% |
| 7D | -13.4% | +0.4% | -13.9% | -13.6% |
| 30D | +16.0% | +1.0% | +15.0% | +15.5% |
| 3M | -21.7% | +2.4% | -24.1% | -22.5% |
| 6M | -26.8% | +12.0% | -38.8% | -29.5% |
| YTD | -48.2% | +15.3% | -63.6% | -50.5% |
| 1Y | -88.1% | +22.6% | -110.6% | -88.6% |
| All | +100.0% | +58.4% | +41.6% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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