+120.9%
SSP vs SPY
+3,091.8%
-2,970.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +15.0% | +0.1% | +14.9% | +15.0% |
| 3M | -1.2% | +2.0% | -3.2% | -3.4% |
| 6M | -19.7% | +13.0% | -32.7% | -29.3% |
| YTD | -17.3% | +13.5% | -30.8% | -27.5% |
| 1Y | +45.8% | +20.0% | +25.8% | +20.7% |
| 3Y | -38.6% | +77.2% | -115.8% | -64.5% |
| 5Y | -75.3% | +81.9% | -157.2% | -85.8% |
| 10Y | -73.4% | +314.1% | -387.5% | -92.2% |
| All | +120.9% | +3,091.8% | -2,970.8% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling