+1,501.8%
SSB vs SPY
+1,470.7%
+31.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +2.0% |
| 7D | -1.3% | -4.7% | +3.4% | +2.7% |
| 30D | +3.7% | -5.9% | +9.7% | +9.1% |
| 3M | -3.5% | -4.5% | +1.0% | +0.2% |
| 6M | +8.9% | +1.8% | +7.1% | +6.7% |
| YTD | +13.3% | +8.3% | +5.0% | +5.1% |
| 1Y | +22.0% | +9.3% | +12.7% | +12.3% |
| 3Y | +54.7% | +74.9% | -20.1% | -3.9% |
| 5Y | +43.7% | +67.3% | -23.6% | -7.1% |
| 10Y | +85.4% | +311.6% | -226.2% | -40.9% |
| All | +1,501.8% | +1,470.7% | +31.1% | +144.6% |
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 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