+418.6%
SSD vs SPY
+315.0%
+103.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +1.3% |
| 7D | +1.8% | +0.1% | +1.7% | +1.7% |
| 30D | +19.3% | -3.3% | +22.6% | +23.4% |
| 3M | +3.1% | -2.4% | +5.6% | +5.6% |
| 6M | +8.6% | +2.6% | +6.0% | +5.7% |
| YTD | +27.3% | +11.2% | +16.1% | +13.8% |
| 1Y | +20.4% | +13.4% | +7.0% | +5.5% |
| 3Y | +47.2% | +79.9% | -32.7% | -20.9% |
| 5Y | +72.2% | +72.2% | 0.0% | -2.8% |
| 10Y | +418.6% | +307.3% | +111.3% | +23.7% |
| All | +418.6% | +315.0% | +103.6% | +23.7% |
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 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