-64.4%
SSP vs SPY
+304.1%
-368.5%
-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% | +4.0% | +4.2% |
| 7D | +37.2% | -0.6% | +37.8% | +38.3% |
| 30D | +29.0% | -3.7% | +32.7% | +36.1% |
| 3M | +10.8% | -2.7% | +13.6% | +15.3% |
| 6M | -18.7% | +2.2% | -20.9% | -21.8% |
| YTD | -7.5% | +10.8% | -18.3% | -21.1% |
| 1Y | +74.0% | +11.2% | +62.8% | +47.1% |
| 3Y | -28.4% | +76.5% | -104.8% | -68.9% |
| 5Y | -76.4% | +72.9% | -149.4% | -89.3% |
| 10Y | -64.4% | +304.8% | -369.2% | -94.9% |
| All | -64.4% | +304.1% | -368.5% | -94.9% |
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