+21.8%
SUSC vs SPY
+258.4%
-236.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.2% | +0.1% | -0.4% | -0.3% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | -1.1% | +2.0% | -3.1% | -1.4% |
| 6M | -1.7% | +13.0% | -14.7% | -3.3% |
| YTD | -0.6% | +13.5% | -14.1% | -2.2% |
| 1Y | +0.9% | +20.0% | -19.1% | -1.5% |
| 3Y | +15.6% | +77.2% | -61.6% | +7.0% |
| 5Y | -1.6% | +81.9% | -83.5% | -9.8% |
| All | +21.8% | +258.4% | -236.6% | +5.6% |
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