+69.5%
SSBI vs SPY
+312.5%
-243.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | -2.5% | -1.4% | -1.1% | -2.1% |
| 3M | -5.9% | +3.7% | -9.6% | -7.0% |
| 6M | -0.8% | +13.0% | -13.8% | -4.7% |
| YTD | +9.2% | +12.4% | -3.2% | +5.0% |
| 1Y | +7.4% | +18.5% | -11.2% | +1.4% |
| 3Y | -15.8% | +77.6% | -93.4% | -31.1% |
| 5Y | -5.0% | +81.7% | -86.7% | -23.6% |
| 10Y | +69.5% | +319.7% | -250.1% | +5.2% |
| All | +69.5% | +312.5% | -243.0% | +5.2% |
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