-6.4%
SSPC vs ALC
+6.9%
-13.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.2% | +6.7% | +5.3% |
| 7D | -11.1% | -6.3% | -4.8% | -8.8% |
| 30D | +19.1% | +12.6% | +6.5% | +19.1% |
| 3M | -31.7% | -3.8% | -27.8% | -37.6% |
| All | -6.4% | +6.9% | -13.3% | +1.9% |
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