-100.0%
SSG vs SPY
+664.0%
-764.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -5.0% |
| 7D | -7.0% | +0.1% | -7.1% | -6.7% |
| 30D | -1.0% | +0.1% | -1.1% | -0.5% |
| 3M | -5.4% | +2.0% | -7.4% | +5.2% |
| 6M | -58.0% | +13.0% | -71.1% | -37.2% |
| YTD | -61.2% | +13.5% | -74.7% | -40.1% |
| 1Y | -72.9% | +20.0% | -92.9% | -50.3% |
| 3Y | -98.0% | +77.2% | -175.1% | -85.3% |
| 5Y | -99.5% | +81.9% | -181.4% | -94.0% |
| 10Y | -100.0% | +314.1% | -414.0% | -98.7% |
| All | -100.0% | +664.0% | -764.0% | -99.6% |
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