-22.3%
AMAT vs SSPC
-27.1%
+4.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.5% | +1.8% | +4.6% |
| 7D | -1.5% | -9.9% | +8.4% | -2.6% |
| 30D | -14.8% | -55.2% | +40.4% | -21.0% |
| All | -22.3% | -27.1% | +4.8% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 6mo: compounded portfolio wealth divided by compounded SSPC 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…
6mo analysis · Full analysis span regression · Available span rolling