-44.6%
SSK vs SPY
+11.8%
-56.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.5% |
| 7D | -9.7% | +3.3% | -13.0% | -16.1% |
| 30D | -24.3% | -2.7% | -21.6% | -19.3% |
| 3M | +8.5% | -1.7% | +10.2% | +13.3% |
| 6M | -12.8% | +3.1% | -15.9% | -18.8% |
| YTD | -32.0% | +11.9% | -43.9% | -45.2% |
| 1Y | -44.6% | +12.0% | -56.5% | -55.4% |
| All | -44.6% | +11.8% | -56.3% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling