+141.5%
SSRM vs SPY
+78.4%
+63.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.5% |
| 7D | +7.8% | -0.6% | +8.4% | +8.5% |
| 30D | -20.6% | -3.7% | -16.9% | -16.7% |
| 3M | -10.1% | -2.7% | -7.4% | -6.6% |
| 6M | -17.5% | +2.2% | -19.6% | -18.5% |
| YTD | +28.8% | +10.8% | +17.9% | +17.5% |
| 1Y | +35.6% | +11.2% | +24.3% | +23.4% |
| 3Y | +141.5% | +76.5% | +65.0% | +18.3% |
| All | +141.5% | +78.4% | +63.1% | +18.3% |
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 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