+1,551.6%
SSB vs SPY
+1,546.3%
+5.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 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% | +12.2% |
| 6M | +10.5% | +13.0% | -2.5% | -0.9% |
| YTD | +16.8% | +13.5% | +3.3% | +4.4% |
| 1Y | +6.9% | +20.0% | -13.1% | -8.9% |
| 3Y | +55.4% | +77.2% | -21.8% | -4.3% |
| 5Y | +77.2% | +81.9% | -4.6% | +7.1% |
| 10Y | +76.9% | +314.1% | -237.1% | -43.9% |
| All | +1,551.6% | +1,546.3% | +5.4% | +142.8% |
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 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