+56.7%
SSBI vs SPY
+307.0%
-250.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | +3.2% | +2.6% | +0.7% | +2.4% |
| 30D | -4.2% | -2.0% | -2.3% | -3.7% |
| 3M | -8.9% | -2.8% | -6.1% | -8.2% |
| 6M | -13.0% | +2.1% | -15.2% | -13.8% |
| YTD | +1.1% | +11.5% | -10.4% | -2.6% |
| 1Y | +8.9% | +13.5% | -4.6% | +4.2% |
| 3Y | -1.2% | +77.7% | -78.9% | -19.4% |
| 5Y | -20.2% | +72.6% | -92.8% | -34.6% |
| All | +56.7% | +307.0% | -250.3% | -1.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling