-5.4%
SSPC vs AG
-28.3%
+22.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +0.1% |
| 7D | -8.1% | -10.0% | +1.9% | -13.1% |
| 30D | +5.4% | -10.5% | +15.8% | -0.4% |
| 3M | -19.7% | -27.3% | +7.5% | -30.4% |
| All | -5.4% | -28.3% | +22.9% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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