-2.6%
SSBI vs SPY
+78.4%
-80.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +2.3% | -0.6% | +2.9% | +2.4% |
| 30D | -4.9% | -3.7% | -1.2% | -4.4% |
| 3M | -10.8% | -2.7% | -8.0% | -10.4% |
| 6M | -15.1% | +2.2% | -17.3% | -15.4% |
| YTD | -0.1% | +10.8% | -10.9% | -1.8% |
| 1Y | +8.5% | +11.2% | -2.7% | +6.5% |
| 3Y | -2.6% | +76.5% | -79.1% | -20.5% |
| All | -2.6% | +78.4% | -80.9% | -20.5% |
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