-54.8%
ARM vs SSPC
-36.4%
-18.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -11.9% | +18.6% | +4.1% |
| 7D | -5.3% | -13.9% | +8.6% | -6.8% |
| 30D | -30.0% | +14.3% | -44.4% | -26.6% |
| 3M | -34.1% | -35.2% | +1.1% | -35.6% |
| All | -54.8% | -36.4% | -18.4% | -51.9% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling