-52.5%
SSII vs SPY
+42.3%
-94.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -4.4% | -11.9% | -5.8% |
| 7D | -20.2% | -4.7% | -15.4% | -9.7% |
| 30D | -31.2% | -5.9% | -25.2% | -19.9% |
| 3M | -50.6% | -4.5% | -46.1% | -44.6% |
| 6M | -51.3% | +1.8% | -53.1% | -53.6% |
| YTD | -66.5% | +8.3% | -74.9% | -73.4% |
| 1Y | -74.2% | +9.3% | -83.6% | -80.0% |
| All | -52.5% | +42.3% | -94.8% | -99.8% |
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 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