-9.3%
SSPC vs AA
-36.6%
+27.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +5.8% | -17.7% | -5.4% |
| 7D | -13.9% | +4.8% | -18.7% | -7.2% |
| 30D | +14.3% | -0.6% | +15.0% | +18.1% |
| 3M | -35.2% | -16.3% | -18.9% | -39.9% |
| All | -9.3% | -36.6% | +27.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 6mo: compounded portfolio wealth divided by compounded AA 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…
6mo analysis · Full analysis span regression · Available span rolling