-9.3%
SSPC vs ALB
-42.1%
+32.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.1% | -11.8% | -12.0% |
| 7D | -13.9% | +9.5% | -23.4% | -8.8% |
| 30D | +14.3% | -2.1% | +16.4% | +11.0% |
| 3M | -35.2% | -24.1% | -11.1% | -48.6% |
| All | -9.3% | -42.1% | +32.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · Available span rolling