+5.2%
SSPC vs ALK
-20.0%
+25.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.8% | -1.0% | +8.7% |
| 7D | +11.8% | +12.4% | -0.6% | +13.9% |
| 30D | +44.7% | +2.1% | +42.7% | +38.6% |
| 3M | -40.7% | -23.9% | -16.8% | -54.2% |
| All | +5.2% | -20.0% | +25.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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