+58.9%
SSRM vs SPY
+72.2%
-13.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.6% |
| 7D | +7.8% | -0.6% | +8.4% | +8.3% |
| 30D | -20.6% | -3.7% | -16.9% | -17.8% |
| 3M | -10.1% | -2.7% | -7.4% | -7.6% |
| 6M | -17.5% | +2.2% | -19.6% | -18.1% |
| YTD | +28.8% | +10.8% | +17.9% | +20.8% |
| 1Y | +35.6% | +11.2% | +24.3% | +27.0% |
| 3Y | +141.5% | +76.5% | +65.0% | +69.3% |
| 5Y | +58.9% | +72.9% | -14.1% | +7.1% |
| All | +58.9% | +72.2% | -13.3% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling