-12.7%
SUZ vs SPY
+81.0%
-93.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.7% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | +14.2% | -1.4% | +15.5% | +15.1% |
| 3M | +13.7% | +3.7% | +10.0% | +11.3% |
| 6M | -13.1% | +13.0% | -26.1% | -19.1% |
| YTD | -0.7% | +12.4% | -13.1% | -7.3% |
| 1Y | -3.0% | +18.5% | -21.6% | -12.2% |
| 3Y | +0.7% | +77.6% | -76.9% | -30.0% |
| 5Y | -12.7% | +81.7% | -94.4% | -41.4% |
| All | -12.7% | +81.0% | -93.7% | -41.4% |
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