+60.1%
SSBI vs SPY
+311.8%
-251.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.1% |
| 7D | +3.2% | -0.9% | +4.2% | +3.5% |
| 30D | -4.2% | -2.4% | -1.9% | -3.6% |
| 3M | -9.4% | -1.2% | -8.3% | -9.2% |
| 6M | -13.9% | +3.3% | -17.2% | -15.0% |
| YTD | +1.4% | +12.3% | -10.9% | -2.6% |
| 1Y | +9.7% | +12.4% | -2.8% | +5.3% |
| 3Y | -1.1% | +78.8% | -80.0% | -19.5% |
| 5Y | -19.4% | +75.2% | -94.6% | -34.3% |
| 10Y | +60.1% | +311.1% | -251.0% | +0.9% |
| All | +60.1% | +311.8% | -251.7% | +0.9% |
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