+124.5%
SSUS vs SPY
+143.8%
-19.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -3.4% | -2.7% | -0.7% | -1.3% |
| 30D | -5.2% | -5.4% | +0.2% | -0.9% |
| 3M | -3.8% | -4.1% | +0.3% | -0.6% |
| 6M | +1.1% | +0.7% | +0.4% | +0.7% |
| YTD | +10.8% | +8.7% | +2.1% | +4.1% |
| 1Y | +12.6% | +10.9% | +1.7% | +4.1% |
| 3Y | +62.8% | +75.0% | -12.2% | +7.0% |
| 5Y | +51.1% | +67.8% | -16.7% | +1.8% |
| All | +124.5% | +143.8% | -19.3% | +25.9% |
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