-43.3%
SSII vs SPY
+48.9%
-92.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.2% | -6.4% |
| 7D | -7.0% | -0.7% | -6.3% | -5.6% |
| 30D | -18.1% | -1.0% | -17.0% | -16.3% |
| 3M | -40.7% | -0.3% | -40.4% | -40.6% |
| 6M | -44.0% | +7.3% | -51.3% | -53.5% |
| YTD | -60.0% | +13.3% | -73.4% | -71.7% |
| 1Y | -69.8% | +14.8% | -84.6% | -79.5% |
| All | -43.3% | +48.9% | -92.2% | -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