-66.3%
SSYS vs SPY
+312.9%
-379.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.7% |
| 7D | -4.5% | -2.7% | -1.8% | -0.7% |
| 30D | -22.1% | -5.4% | -16.7% | -15.8% |
| 3M | -26.6% | -4.1% | -22.5% | -21.9% |
| 6M | -30.6% | +0.7% | -31.3% | -30.1% |
| YTD | -26.0% | +8.7% | -34.7% | -32.0% |
| 1Y | -32.1% | +10.9% | -43.0% | -39.1% |
| 3Y | -42.0% | +75.0% | -117.0% | -71.2% |
| 5Y | -81.5% | +67.8% | -149.3% | -90.0% |
| All | -66.3% | +312.9% | -379.2% | -93.6% |
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