+134.4%
SSUS vs SPY
+154.2%
-19.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | 0.0% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | -0.9% | -1.0% | +0.2% | 0.0% |
| 3M | 0.0% | -0.3% | +0.4% | +0.3% |
| 6M | +8.4% | +7.3% | +1.0% | +2.6% |
| YTD | +15.7% | +13.3% | +2.4% | +5.1% |
| 1Y | +16.7% | +14.8% | +1.9% | +5.0% |
| 3Y | +70.0% | +82.9% | -12.9% | +7.9% |
| 5Y | +59.0% | +75.6% | -16.6% | +3.3% |
| All | +134.4% | +154.2% | -19.8% | +27.2% |
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