+347.3%
SSD vs SPY
+313.2%
+34.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -8.3% | +0.1% | -8.4% | -8.3% |
| 3M | -3.0% | +2.0% | -5.0% | -5.0% |
| 6M | -5.2% | +13.0% | -18.2% | -16.3% |
| YTD | +12.6% | +13.5% | -0.9% | -1.2% |
| 1Y | -5.5% | +20.0% | -25.5% | -21.8% |
| 3Y | +13.1% | +77.2% | -64.1% | -37.9% |
| 5Y | +66.4% | +81.9% | -15.4% | -10.9% |
| All | +347.3% | +313.2% | +34.1% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling