-9.3%
SSPC vs ACM
-0.2%
-9.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +5.2% | -17.1% | -9.8% |
| 7D | -13.9% | +6.9% | -20.8% | -11.5% |
| 30D | +14.3% | +19.1% | -4.7% | +21.1% |
| 3M | -35.2% | -6.9% | -28.3% | -50.7% |
| All | -9.3% | -0.2% | -9.1% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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