+169.6%
SSRM vs SPY
+312.9%
-143.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | +7.2% | -2.7% | +9.9% | +8.9% |
| 30D | -13.3% | -5.4% | -7.9% | -10.4% |
| 3M | -1.3% | -4.1% | +2.8% | +1.4% |
| 6M | -12.9% | +0.7% | -13.6% | -12.6% |
| YTD | +29.6% | +8.7% | +20.9% | +25.6% |
| 1Y | +43.6% | +10.9% | +32.7% | +38.0% |
| 3Y | +129.5% | +75.0% | +54.5% | +81.1% |
| 5Y | +68.8% | +67.8% | +1.0% | +33.2% |
| All | +169.6% | +312.9% | -143.2% | +24.3% |
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