+41.8%
SSP vs SPY
+18.8%
+23.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.0% |
| 7D | -3.5% | -0.4% | -3.2% | -3.2% |
| 30D | -5.9% | -1.4% | -4.5% | -4.8% |
| 3M | -7.2% | +3.7% | -11.0% | -9.2% |
| 6M | -31.8% | +13.0% | -44.8% | -37.0% |
| YTD | -21.4% | +12.4% | -33.8% | -26.6% |
| 1Y | +41.8% | +18.5% | +23.3% | +32.5% |
| All | +41.8% | +18.8% | +23.0% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling