-71.9%
SSM vs SPY
+20.1%
-92.0%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.4% | -0.4% | -11.0% | -11.4% |
| 7D | +16.1% | +0.1% | +16.0% | +16.2% |
| 30D | -13.9% | +0.1% | -13.9% | -13.7% |
| 3M | -24.0% | +2.0% | -26.0% | -24.8% |
| 6M | -57.2% | +13.0% | -70.3% | -61.3% |
| YTD | -55.7% | +13.5% | -69.3% | -60.3% |
| All | -71.9% | +20.1% | -92.0% | -72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling