+128.5%
SSBI vs SPY
+774.6%
-646.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.3% |
| 3M | -10.8% | -2.7% | -8.0% | -10.3% |
| 6M | -15.1% | +2.2% | -17.3% | -15.5% |
| YTD | -0.1% | +10.8% | -10.9% | -2.2% |
| 1Y | +8.5% | +11.2% | -2.7% | +6.2% |
| 3Y | -2.6% | +76.5% | -79.1% | -12.8% |
| 5Y | -21.5% | +72.9% | -94.5% | -29.9% |
| 10Y | +57.8% | +304.8% | -247.1% | +23.9% |
| All | +128.5% | +774.6% | -646.2% | +48.6% |
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