+761.8%
SSO vs SPY
+314.4%
+447.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | 0.0% |
| 7D | +1.0% | +0.5% | +0.5% | -0.1% |
| 30D | -2.3% | -0.9% | -1.4% | -0.4% |
| 3M | +6.0% | +3.9% | +2.1% | -1.4% |
| 6M | +26.4% | +14.5% | +11.9% | -2.7% |
| YTD | +21.4% | +12.9% | +8.5% | -3.7% |
| 1Y | +32.7% | +19.4% | +13.3% | -5.4% |
| 3Y | +147.5% | +78.5% | +69.0% | -17.5% |
| 5Y | +118.5% | +81.8% | +36.8% | -24.2% |
| All | +761.8% | +314.4% | +447.3% | -33.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling