+5.2%
SSPC vs ACI
-7.7%
+12.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.5% | +4.2% | +6.9% |
| 7D | +11.8% | +4.5% | +7.3% | +10.7% |
| 30D | +44.7% | +20.9% | +23.9% | +40.9% |
| 3M | -40.7% | +15.2% | -55.9% | -41.8% |
| All | +5.2% | -7.7% | +12.9% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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