-8.2%
IBM vs SSPC
-27.8%
+19.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -17.3% | +16.4% | -1.3% |
| 7D | -5.0% | -4.7% | -0.3% | -5.0% |
| 30D | +11.1% | +36.7% | -25.6% | +12.2% |
| 3M | +5.7% | -49.4% | +55.1% | +2.7% |
| All | -8.2% | -27.8% | +19.6% | -7.2% |
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