+3.0%
SSPC vs ABCL
+116.4%
-113.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +6.7% | -24.0% | -13.8% |
| 7D | -4.7% | -3.2% | -1.5% | -4.0% |
| 30D | +36.7% | -7.4% | +44.1% | +38.0% |
| 3M | -49.4% | +81.9% | -131.4% | -22.4% |
| All | +3.0% | +116.4% | -113.4% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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