+1,811.3%
SSO vs SPY
+790.1%
+1,021.1%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | 0.0% |
| 7D | -1.7% | -0.8% | -0.9% | -0.1% |
| 30D | -2.7% | -1.1% | -1.6% | -0.5% |
| 3M | +6.0% | +3.9% | +2.1% | -1.3% |
| 6M | +24.3% | +13.6% | +10.7% | -2.3% |
| YTD | +20.7% | +12.7% | +8.0% | -3.3% |
| 1Y | +28.5% | +17.5% | +11.0% | -4.8% |
| 3Y | +143.0% | +76.9% | +66.1% | -15.3% |
| 5Y | +122.7% | +83.6% | +39.2% | -22.0% |
| 10Y | +757.1% | +320.7% | +436.4% | -27.7% |
| All | +1,811.3% | +790.1% | +1,021.1% | -41.0% |
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