-14.7%
SSII vs SPY
+49.2%
-63.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.3% |
| 30D | -11.4% | +0.1% | -11.5% | -11.6% |
| 3M | -11.2% | +2.0% | -13.2% | -15.6% |
| 6M | -26.0% | +13.0% | -39.0% | -46.5% |
| YTD | -40.0% | +13.5% | -53.5% | -57.5% |
| 1Y | -51.3% | +20.0% | -71.3% | -70.8% |
| All | -14.7% | +49.2% | -63.9% | -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