Supersymmetry provides a well-established theoretical framework for extensions of the standard model of particle physics and the general understanding of quantum field theories. We summarise here our investigations of A1 = 1 supersymmetric Yang-Mills theory with SU(2) gauge symmetry using the non-perturbative first-principles method of numerical lattice simulations. The strong interactions of gluons and their superpartners, the gluinos, lead to confinement, and a spectrum of bound states including glueballs, mesons, and gluino-glueballs emerges at low energies. For unbroken supersymmetry these particles have to be arranged in supermultiplets of equal masses. In lattice simulations supersymmetry can only be recovered in the continuum limit since it is explicitly broken by the discretisation. We present the first continuum extrapolation of the mass spectrum of supersymmetric Yang-Mills theory. The results are consistent with the formation of supermultiplets and the absence of non-perturbative sources of supersymmetry breaking. Our investigations also indicate that numerical lattice simulations can be applied to non-trivial supersymmetric theories.