+11.5%
SSBI vs SPY
+11.8%
-0.2%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.8% |
| 7D | +5.4% | +3.3% | +2.2% | +5.7% |
| 30D | -1.1% | -2.7% | +1.6% | -1.3% |
| 3M | -7.0% | -1.7% | -5.2% | -7.3% |
| 6M | -12.1% | +3.1% | -15.2% | -11.2% |
| YTD | +3.3% | +11.9% | -8.6% | +6.7% |
| 1Y | +11.5% | +12.0% | -0.5% | +14.8% |
| All | +11.5% | +11.8% | -0.2% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling