+27.6%
SUSB vs SPY
+246.1%
-218.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -0.1% | -2.7% | +2.6% | 0.0% |
| 30D | +0.7% | -5.4% | +6.0% | +0.9% |
| 3M | -0.1% | -4.1% | +4.0% | +0.1% |
| 6M | +0.1% | +0.7% | -0.6% | +0.1% |
| YTD | +0.8% | +8.7% | -7.9% | +0.3% |
| 1Y | +1.6% | +10.9% | -9.3% | +1.0% |
| 3Y | +16.7% | +75.0% | -58.3% | +13.3% |
| 5Y | +12.1% | +67.8% | -55.7% | +8.7% |
| All | +27.6% | +246.1% | -218.5% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling