+1,724.8%
SSO vs SPY
+775.6%
+949.2%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | 0.0% |
| 7D | -1.6% | -0.6% | -1.0% | -0.1% |
| 30D | -8.0% | -3.7% | -4.3% | -0.6% |
| 3M | -7.2% | -2.7% | -4.5% | -1.5% |
| 6M | +0.6% | +2.2% | -1.6% | -2.6% |
| YTD | +15.3% | +10.8% | +4.4% | -4.2% |
| 1Y | +15.0% | +11.2% | +3.8% | -4.9% |
| 3Y | +142.3% | +76.5% | +65.8% | -15.0% |
| 5Y | +96.1% | +72.9% | +23.1% | -22.6% |
| 10Y | +687.0% | +304.8% | +382.2% | -28.2% |
| All | +1,724.8% | +775.6% | +949.2% | -41.5% |
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 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