+109.7%
SUZ vs SPY
+955.1%
-845.4%
-83.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.1% | +2.6% | -2.7% | -1.4% |
| 30D | +12.7% | -2.0% | +14.7% | +13.7% |
| 3M | +20.8% | -2.8% | +23.6% | +22.3% |
| 6M | +12.6% | +2.1% | +10.5% | +11.3% |
| YTD | +3.3% | +11.5% | -8.2% | -2.1% |
| 1Y | +7.5% | +13.5% | -6.0% | +0.9% |
| 3Y | -6.8% | +77.7% | -84.5% | -30.4% |
| 5Y | +14.4% | +72.6% | -58.2% | -13.8% |
| 10Y | +193.0% | +308.2% | -115.2% | +62.3% |
| All | +109.7% | +955.1% | -845.4% | -1.5% |
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