+7,830.2%
SSD vs SPY
+2,873.2%
+4,957.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.7% |
| 6M | -5.2% | +13.0% | -18.2% | -14.9% |
| YTD | +12.6% | +13.5% | -0.9% | +0.5% |
| 1Y | -5.5% | +20.0% | -25.5% | -19.8% |
| 3Y | +13.1% | +77.2% | -64.1% | -32.2% |
| 5Y | +66.4% | +81.9% | -15.4% | -1.8% |
| 10Y | +349.2% | +314.1% | +35.1% | +32.7% |
| All | +7,830.2% | +2,873.2% | +4,957.0% | +853.1% |
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