-36.9%
DRAM vs SSPC
-34.4%
-2.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +4.5% | +5.8% | +11.0% |
| 7D | -0.6% | -11.1% | +10.5% | -1.3% |
| 30D | -18.0% | +19.1% | -37.1% | -15.6% |
| 3M | -11.9% | -31.7% | +19.8% | -11.9% |
| All | -36.9% | -34.4% | -2.5% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling