+58.0%
SSB vs SPY
+77.4%
-19.3%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +14.5% | +2.0% | +12.5% | +11.9% |
| 6M | +10.5% | +13.0% | -2.5% | -3.4% |
| YTD | +16.8% | +13.5% | +3.3% | +1.6% |
| 1Y | +6.9% | +20.0% | -13.1% | -12.7% |
| All | +58.0% | +77.4% | -19.3% | -20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling