-62.3%
SSII vs SPY
+47.5%
-109.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.3% | -7.5% | -9.2% |
| 7D | -33.5% | -0.9% | -32.6% | -31.8% |
| 30D | -40.8% | -2.4% | -38.4% | -37.4% |
| 3M | -58.2% | -1.2% | -57.0% | -57.1% |
| 6M | -63.0% | +3.3% | -66.3% | -66.2% |
| YTD | -73.4% | +12.3% | -85.7% | -80.7% |
| 1Y | -77.6% | +12.4% | -90.0% | -83.8% |
| All | -62.3% | +47.5% | -109.8% | -99.9% |
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