-100.0%
SSM vs SPY
+72.0%
-171.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | -5.5% | +2.6% | -8.1% | -5.5% |
| 30D | -24.2% | -2.0% | -22.3% | -24.3% |
| 3M | -67.7% | -2.8% | -64.9% | -67.6% |
| 6M | -76.7% | +2.1% | -78.8% | -76.6% |
| YTD | -88.0% | +11.5% | -99.5% | -87.9% |
| 1Y | -87.8% | +13.5% | -101.2% | -87.6% |
| 3Y | +273.8% | +77.7% | +196.1% | +189.5% |
| All | -100.0% | +72.0% | -171.9% | -100.0% |
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