+20.1%
SSL vs SPY
+74.5%
-54.5%
-76.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +1.5% |
| 7D | -10.7% | -4.7% | -6.0% | -8.7% |
| 30D | +6.3% | -5.9% | +12.2% | +9.3% |
| 3M | +38.8% | -4.5% | +43.4% | +41.4% |
| 6M | +6.3% | +1.8% | +4.5% | +3.1% |
| YTD | +133.3% | +8.3% | +125.0% | +115.3% |
| 1Y | +139.6% | +9.3% | +130.2% | +119.0% |
| All | +20.1% | +74.5% | -54.5% | -32.8% |
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 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