0.0%
SSL vs SPY
+67.0%
-67.0%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | +2.8% |
| 7D | -10.7% | -4.7% | -6.0% | -7.5% |
| 30D | +6.3% | -5.9% | +12.2% | +11.0% |
| 3M | +38.8% | -4.5% | +43.4% | +42.9% |
| 6M | +6.3% | +1.8% | +4.5% | +2.6% |
| YTD | +133.3% | +8.3% | +125.0% | +111.7% |
| 1Y | +139.6% | +9.3% | +130.2% | +115.1% |
| 3Y | +20.7% | +74.9% | -54.1% | -32.5% |
| 5Y | 0.0% | +67.3% | -67.3% | -42.6% |
| All | 0.0% | +67.0% | -67.0% | -42.6% |
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