+138.9%
SSRM vs SPY
+78.1%
+60.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -4.2% | +2.6% | -6.8% | -7.1% |
| 30D | -11.5% | -2.0% | -9.5% | -9.2% |
| 3M | -14.5% | -2.8% | -11.7% | -11.2% |
| 6M | -21.7% | +2.1% | -23.8% | -22.7% |
| YTD | +24.1% | +11.5% | +12.6% | +12.4% |
| 1Y | +28.4% | +13.5% | +14.9% | +14.6% |
| 3Y | +138.9% | +77.7% | +61.2% | +17.9% |
| All | +138.9% | +78.1% | +60.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling