-35.2%
SSK vs SPY
+25.5%
-60.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.7% |
| 7D | +3.3% | +0.5% | +2.7% | +2.0% |
| 30D | +40.1% | -0.9% | +41.0% | +43.5% |
| 3M | +54.4% | +3.9% | +50.5% | +40.5% |
| 6M | +23.7% | +14.5% | +9.2% | -11.8% |
| YTD | -14.2% | +12.9% | -27.1% | -34.3% |
| 1Y | -50.0% | +19.4% | -69.4% | -65.3% |
| All | -35.2% | +25.5% | -60.6% | -56.5% |
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