+5.2%
SSPC vs ALC
+14.0%
-8.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.8% | +1.0% | +5.3% |
| 7D | +11.8% | +10.7% | +1.1% | +8.6% |
| 30D | +44.7% | +20.2% | +24.6% | +41.2% |
| 3M | -40.7% | +8.9% | -49.6% | -40.2% |
| All | +5.2% | +14.0% | -8.8% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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