-25.9%
SSMR vs SPY
+2.5%
-28.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +1.7% | +13.8% | +10.6% |
| 7D | -6.5% | -0.7% | -5.8% | -4.5% |
| 30D | -16.5% | -1.0% | -15.5% | -13.6% |
| 3M | -13.2% | -0.3% | -12.8% | -11.6% |
| All | -25.9% | +2.5% | -28.4% | -27.9% |
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 · Available span rolling