-42.6%
SSTI vs SPY
+260.2%
-302.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -0.8% | +3.3% | -4.1% | -3.7% |
| 30D | -0.1% | -2.7% | +2.6% | +2.0% |
| 3M | +1.2% | -1.7% | +3.0% | +2.5% |
| 6M | +23.3% | +3.1% | +20.2% | +19.3% |
| YTD | +2.7% | +11.9% | -9.2% | -7.7% |
| 1Y | -2.1% | +12.0% | -14.1% | -11.8% |
| 3Y | -60.2% | +78.2% | -138.4% | -76.0% |
| 5Y | -77.4% | +73.2% | -150.6% | -86.0% |
| All | -42.6% | +260.2% | -302.9% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling