-65.0%
SSYS vs SPY
+311.3%
-376.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.7% |
| 7D | +2.9% | +0.5% | +2.3% | +2.2% |
| 30D | -12.4% | -0.9% | -11.5% | -11.2% |
| 3M | -12.8% | +3.9% | -16.7% | -16.6% |
| 6M | -10.8% | +14.5% | -25.4% | -24.3% |
| YTD | -10.0% | +12.9% | -22.9% | -21.7% |
| 1Y | -24.2% | +19.4% | -43.5% | -38.2% |
| 3Y | -42.4% | +78.5% | -120.9% | -72.3% |
| 5Y | -66.0% | +81.8% | -147.7% | -83.5% |
| 10Y | -65.0% | +311.5% | -376.5% | -93.9% |
| All | -65.0% | +311.3% | -376.3% | -93.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling