+39.3%
MSFT vs SSPC
-26.2%
+65.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +7.8% | -1.1% | +7.0% |
| 7D | +4.7% | +11.8% | -7.1% | +5.1% |
| 30D | +5.8% | +44.7% | -38.9% | +7.5% |
| 3M | +13.0% | -40.7% | +53.7% | +12.4% |
| All | +39.3% | -26.2% | +65.5% | +41.7% |
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