-60.8%
SSTI vs SPY
+259.7%
-320.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.1% |
| 7D | -7.2% | -2.0% | -5.3% | -5.5% |
| 30D | -30.5% | -1.7% | -28.8% | -29.3% |
| 3M | -27.6% | +4.7% | -32.4% | -30.6% |
| 6M | -22.4% | +12.5% | -34.9% | -30.3% |
| YTD | -29.8% | +11.7% | -41.5% | -36.5% |
| 1Y | -55.0% | +17.5% | -72.5% | -60.9% |
| 3Y | -73.5% | +76.6% | -150.0% | -83.7% |
| 5Y | -84.3% | +82.0% | -166.3% | -90.7% |
| All | -60.8% | +259.7% | -320.5% | -88.7% |
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