+104.2%
SSP vs SPY
+2,954.7%
-2,850.5%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.1% |
| 7D | +16.4% | -2.7% | +19.1% | +19.4% |
| 30D | +7.4% | -5.4% | +12.8% | +13.3% |
| 3M | +3.4% | -4.1% | +7.5% | +7.7% |
| 6M | -38.1% | +0.7% | -38.8% | -38.9% |
| YTD | -23.6% | +8.7% | -32.2% | -30.1% |
| 1Y | +97.9% | +10.9% | +87.0% | +77.1% |
| 3Y | -42.7% | +75.0% | -117.7% | -66.8% |
| 5Y | -81.1% | +67.8% | -148.9% | -88.3% |
| 10Y | -66.3% | +312.9% | -379.2% | -90.1% |
| All | +104.2% | +2,954.7% | -2,850.5% | -81.2% |
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