+1,142.4%
SSL vs SPY
+3,085.7%
-1,943.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.7% | -6.2% | -6.4% |
| 7D | -11.7% | -0.7% | -11.0% | -11.1% |
| 30D | +8.8% | -1.0% | +9.8% | +9.6% |
| 3M | +37.2% | -0.3% | +37.5% | +36.5% |
| 6M | +10.2% | +7.3% | +2.8% | -0.8% |
| YTD | +134.7% | +13.3% | +121.4% | +95.9% |
| 1Y | +146.5% | +14.8% | +131.7% | +102.2% |
| 3Y | +21.5% | +82.9% | -61.5% | -43.6% |
| 5Y | +1.6% | +75.6% | -74.0% | -50.9% |
| 10Y | -29.1% | +330.5% | -359.7% | -85.4% |
| All | +1,142.4% | +3,085.7% | -1,943.3% | +3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling