-100.0%
SSM vs SPY
+72.6%
-172.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.4% | -8.9% | -9.3% |
| 7D | -1.3% | +3.3% | -4.6% | -1.2% |
| 30D | -33.8% | -2.7% | -31.1% | -33.9% |
| 3M | -65.6% | -1.7% | -63.8% | -65.5% |
| 6M | -80.4% | +3.1% | -83.5% | -80.3% |
| YTD | -87.7% | +11.9% | -99.6% | -87.6% |
| 1Y | -87.6% | +12.0% | -99.5% | -87.4% |
| 3Y | +187.0% | +78.2% | +108.8% | +122.7% |
| All | -100.0% | +72.6% | -172.6% | -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 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