+136.1%
SSBI vs SPY
+783.0%
-646.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +5.4% | +3.3% | +2.2% | +4.8% |
| 30D | -1.1% | -2.7% | +1.6% | -0.6% |
| 3M | -7.0% | -1.7% | -5.2% | -6.7% |
| 6M | -12.1% | +3.1% | -15.2% | -12.7% |
| YTD | +3.3% | +11.9% | -8.6% | +1.0% |
| 1Y | +11.5% | +12.0% | -0.5% | +9.0% |
| 3Y | +0.7% | +78.2% | -77.5% | -10.0% |
| 5Y | -18.5% | +73.2% | -91.7% | -27.2% |
| 10Y | +63.1% | +309.6% | -246.6% | +27.8% |
| All | +136.1% | +783.0% | -646.9% | +53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling