-97.4%
SSG vs SPY
+79.4%
-176.7%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.3% | -10.5% | -3.7% |
| 7D | +1.3% | -0.9% | +2.2% | +0.8% |
| 30D | +33.7% | -2.4% | +36.1% | +27.1% |
| 3M | +23.7% | -1.2% | +24.8% | +25.2% |
| 6M | +8.5% | +3.3% | +5.2% | +42.9% |
| YTD | -50.8% | +12.3% | -63.1% | -3.2% |
| 1Y | -51.0% | +12.4% | -63.4% | -0.8% |
| All | -97.4% | +79.4% | -176.7% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling