-35.8%
SPCX vs SSPC
-12.7%
-23.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +18.3% | -27.3% | +0.2% |
| 7D | -14.1% | +29.9% | -44.0% | +0.2% |
| 30D | -28.1% | +73.6% | -101.7% | +0.3% |
| 3M | +14.2% | -46.3% | +60.5% | -0.5% |
| All | -35.8% | -12.7% | -23.1% | +4.3% |
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