-65.2%
SSP vs SPY
+315.0%
-380.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | +2.4% | +14.4% | +13.3% |
| 7D | +32.3% | +0.1% | +32.3% | +32.2% |
| 30D | +24.5% | -3.3% | +27.8% | +30.6% |
| 3M | +7.2% | -2.4% | +9.6% | +11.1% |
| 6M | -21.6% | +2.6% | -24.1% | -24.9% |
| YTD | -10.8% | +11.2% | -22.0% | -24.2% |
| 1Y | +85.0% | +13.4% | +71.6% | +52.2% |
| 3Y | -29.2% | +79.9% | -109.1% | -70.1% |
| 5Y | -77.5% | +72.2% | -149.6% | -89.7% |
| 10Y | -65.2% | +307.3% | -372.5% | -95.1% |
| All | -65.2% | +315.0% | -380.2% | -95.1% |
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