-15.5%
SSBI vs SPY
+78.7%
-94.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | -0.9% | +0.5% | -1.5% | -1.0% |
| 30D | -5.1% | -0.9% | -4.1% | -4.9% |
| 3M | -5.0% | +3.9% | -8.9% | -5.7% |
| 6M | -2.7% | +14.5% | -17.2% | -5.3% |
| YTD | +9.5% | +12.9% | -3.4% | +6.8% |
| 1Y | +8.3% | +19.4% | -11.0% | +4.1% |
| 3Y | -15.5% | +78.5% | -94.0% | -33.8% |
| All | -15.5% | +78.7% | -94.2% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling