-6.0%
SSBI vs SPY
+81.8%
-87.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.6% |
| 6M | -2.7% | +14.5% | -17.2% | -5.0% |
| YTD | +9.5% | +12.9% | -3.4% | +7.2% |
| 1Y | +8.3% | +19.4% | -11.0% | +4.9% |
| 3Y | -15.5% | +78.5% | -94.0% | -24.3% |
| 5Y | -6.0% | +81.8% | -87.7% | -14.7% |
| All | -6.0% | +81.8% | -87.7% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling