+27.1%
SUSB vs SPY
+245.0%
-217.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.3% |
| 7D | +0.1% | -4.7% | +4.8% | +0.3% |
| 30D | +0.8% | -5.9% | +6.7% | +1.1% |
| 3M | -0.6% | -4.5% | +4.0% | -0.4% |
| 6M | 0.0% | +1.8% | -1.8% | -0.1% |
| YTD | +0.4% | +8.3% | -7.9% | 0.0% |
| 1Y | +1.5% | +9.3% | -7.9% | +1.0% |
| 3Y | +16.1% | +74.9% | -58.8% | +12.7% |
| 5Y | +11.7% | +67.3% | -55.6% | +8.4% |
| All | +27.1% | +245.0% | -217.9% | +20.3% |
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