-68.2%
SSP vs SPY
+308.5%
-376.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.4% | -3.2% |
| 7D | +22.7% | +3.3% | +19.4% | +17.6% |
| 30D | +27.5% | -2.7% | +30.1% | +32.5% |
| 3M | +6.8% | -1.7% | +8.5% | +9.5% |
| 6M | +1.7% | +3.1% | -1.4% | -3.3% |
| YTD | -9.3% | +11.9% | -21.2% | -23.6% |
| 1Y | +56.8% | +12.0% | +44.8% | +31.2% |
| 3Y | -29.7% | +78.2% | -107.9% | -69.9% |
| 5Y | -76.4% | +73.2% | -149.6% | -89.3% |
| All | -68.2% | +308.5% | -376.7% | -95.8% |
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