+123.7%
SSUS vs SPY
+143.0%
-19.4%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.4% | -0.2% | -1.1% |
| 7D | -5.5% | -4.7% | -0.8% | -1.8% |
| 30D | -5.9% | -5.9% | 0.0% | -1.2% |
| 3M | -4.3% | -4.5% | +0.2% | -0.7% |
| 6M | +2.5% | +1.8% | +0.7% | +1.2% |
| YTD | +10.4% | +8.3% | +2.1% | +3.9% |
| 1Y | +10.9% | +9.3% | +1.6% | +3.7% |
| 3Y | +62.2% | +74.9% | -12.6% | +6.7% |
| 5Y | +50.6% | +67.3% | -16.7% | +1.7% |
| All | +123.7% | +143.0% | -19.4% | +25.8% |
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 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