-61.0%
SSTI vs SPY
+262.8%
-323.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.3% |
| 7D | -8.3% | -0.8% | -7.5% | -7.6% |
| 30D | -31.2% | -1.1% | -30.1% | -30.4% |
| 3M | -29.7% | +3.9% | -33.6% | -32.1% |
| 6M | -22.0% | +13.6% | -35.6% | -30.5% |
| YTD | -30.1% | +12.7% | -42.8% | -37.3% |
| 1Y | -56.4% | +17.5% | -73.9% | -62.1% |
| 3Y | -74.1% | +76.9% | -151.0% | -84.2% |
| 5Y | -84.4% | +83.6% | -168.0% | -90.8% |
| All | -61.0% | +262.8% | -323.7% | -88.8% |
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