+10.2%
GM vs SSPC
-26.2%
+36.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.8% | -3.2% | +4.4% |
| 7D | +12.1% | +11.8% | +0.3% | +11.8% |
| 30D | +15.2% | +44.7% | -29.5% | +14.6% |
| 3M | +4.9% | -40.7% | +45.6% | +5.2% |
| All | +10.2% | -26.2% | +36.4% | +10.1% |
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