-66.0%
SSYS vs SPY
+315.0%
-381.0%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.4% | +1.7% | +0.9% |
| 7D | -2.5% | +0.1% | -2.6% | -2.3% |
| 30D | -16.3% | -3.3% | -13.0% | -12.0% |
| 3M | -25.1% | -2.4% | -22.7% | -22.1% |
| 6M | -21.6% | +2.6% | -24.2% | -23.0% |
| YTD | -23.0% | +11.2% | -34.3% | -31.3% |
| 1Y | -29.7% | +13.4% | -43.1% | -38.8% |
| 3Y | -35.8% | +79.9% | -115.7% | -69.3% |
| 5Y | -81.5% | +72.2% | -153.7% | -90.4% |
| 10Y | -66.0% | +307.3% | -373.3% | -93.4% |
| All | -66.0% | +315.0% | -381.0% | -93.4% |
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