+44.0%
SSB vs SPY
+72.2%
-28.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.1% |
| 7D | +0.5% | -0.6% | +1.1% | +0.9% |
| 30D | +6.2% | -3.7% | +9.9% | +9.9% |
| 3M | -2.0% | -2.7% | +0.8% | +0.4% |
| 6M | +11.2% | +2.2% | +9.0% | +8.1% |
| YTD | +15.1% | +10.8% | +4.3% | +2.9% |
| 1Y | +22.0% | +11.2% | +10.7% | +8.5% |
| 3Y | +65.3% | +76.5% | -11.2% | -7.0% |
| 5Y | +44.0% | +72.9% | -29.0% | -17.6% |
| All | +44.0% | +72.2% | -28.2% | -17.6% |
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 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