+282.8%
SSM vs SPY
+78.7%
+204.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.9% | -9.9% |
| 7D | -1.2% | +3.3% | -4.5% | +4.9% |
| 30D | -33.7% | -2.7% | -31.1% | -39.4% |
| 3M | -65.5% | -1.7% | -63.8% | -67.2% |
| 6M | -80.4% | +3.1% | -83.5% | -79.4% |
| YTD | -87.7% | +11.9% | -99.6% | -84.5% |
| 1Y | -87.6% | +12.0% | -99.5% | -84.4% |
| All | +282.8% | +78.7% | +204.1% | -269.3% |
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