-100.0%
SSG vs SPY
+304.1%
-404.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +1.8% |
| 7D | +18.0% | -0.6% | +18.6% | +18.4% |
| 30D | +53.2% | -3.7% | +56.9% | +41.8% |
| 3M | +35.5% | -2.7% | +38.3% | +30.8% |
| 6M | +14.6% | +2.2% | +12.4% | +37.8% |
| YTD | -45.8% | +10.8% | -56.6% | -11.3% |
| 1Y | -43.3% | +11.2% | -54.5% | -4.3% |
| 3Y | -97.1% | +76.5% | -173.6% | -69.8% |
| 5Y | -99.1% | +72.9% | -172.0% | -84.6% |
| 10Y | -100.0% | +304.8% | -404.8% | -95.8% |
| All | -100.0% | +304.1% | -404.1% | -95.8% |
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