-73.2%
SSP vs SPY
+312.5%
-385.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.5% |
| 7D | -3.4% | -0.4% | -3.0% | -2.8% |
| 30D | -5.7% | -1.4% | -4.3% | -3.7% |
| 3M | -7.1% | +3.7% | -10.8% | -12.2% |
| 6M | -31.7% | +13.0% | -44.7% | -43.3% |
| YTD | -21.3% | +12.4% | -33.7% | -34.1% |
| 1Y | +42.0% | +18.5% | +23.5% | +9.5% |
| 3Y | -32.3% | +77.6% | -109.9% | -70.5% |
| 5Y | -75.2% | +81.7% | -156.9% | -89.5% |
| 10Y | -73.2% | +319.7% | -392.8% | -96.5% |
| All | -73.2% | +312.5% | -385.7% | -96.5% |
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