+18.0%
DIS vs SSPC
-36.4%
+54.4%
-10.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -11.9% | +13.9% | +2.1% |
| 7D | +5.3% | -13.9% | +19.2% | +5.4% |
| 30D | +10.2% | +14.3% | -4.1% | +10.0% |
| 3M | +13.5% | -35.2% | +48.8% | +13.7% |
| All | +18.0% | -36.4% | +54.4% | +19.3% |
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