-43.1%
SSK vs SPY
+20.7%
-63.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.7% |
| 7D | -4.9% | -2.7% | -2.2% | +1.0% |
| 30D | -21.9% | -5.4% | -16.5% | -11.0% |
| 3M | +24.9% | -4.1% | +29.0% | +38.1% |
| 6M | +2.5% | +0.7% | +1.8% | +0.6% |
| YTD | -24.6% | +8.7% | -33.3% | -36.8% |
| 1Y | -39.2% | +10.9% | -50.0% | -51.1% |
| All | -43.1% | +20.7% | -63.8% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling