-84.1%
SSTI vs SPY
+81.0%
-165.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.9% | -2.9% |
| 7D | -4.6% | -0.4% | -4.3% | -4.3% |
| 30D | -28.3% | -1.4% | -26.9% | -27.2% |
| 3M | -24.9% | +3.7% | -28.6% | -27.5% |
| 6M | -16.7% | +13.0% | -29.7% | -26.1% |
| YTD | -27.9% | +12.4% | -40.3% | -35.8% |
| 1Y | -51.7% | +18.5% | -70.2% | -58.8% |
| 3Y | -72.8% | +77.6% | -150.4% | -83.9% |
| 5Y | -84.1% | +81.7% | -165.8% | -90.7% |
| All | -84.1% | +81.0% | -165.1% | -90.7% |
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 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