+1,502.5%
SSB vs SPY
+1,475.6%
+27.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -0.4% | -2.7% | +2.3% | +1.9% |
| 30D | +5.9% | -5.4% | +11.3% | +10.8% |
| 3M | -2.9% | -4.1% | +1.2% | +0.4% |
| 6M | +7.5% | +0.7% | +6.8% | +6.3% |
| YTD | +13.3% | +8.7% | +4.7% | +4.9% |
| 1Y | +22.7% | +10.9% | +11.8% | +11.5% |
| 3Y | +57.7% | +75.0% | -17.3% | -2.1% |
| 5Y | +43.7% | +67.8% | -24.1% | -7.3% |
| 10Y | +85.5% | +312.9% | -227.4% | -41.0% |
| All | +1,502.5% | +1,475.6% | +27.0% | +144.0% |
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