-49.5%
SSK vs SPY
+23.9%
-73.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -0.9% |
| 7D | -11.3% | +2.6% | -13.9% | -16.5% |
| 30D | -23.5% | -2.0% | -21.5% | -20.0% |
| 3M | +6.0% | -2.8% | +8.8% | +13.6% |
| 6M | -10.5% | +2.1% | -12.7% | -14.9% |
| YTD | -33.2% | +11.5% | -44.6% | -47.3% |
| 1Y | -41.3% | +13.5% | -54.8% | -55.4% |
| All | -49.5% | +23.9% | -73.4% | -65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling