+24.5%
SSPC vs ALK
-22.6%
+47.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -3.2% | +21.5% | +17.7% |
| 7D | +29.9% | +7.1% | +22.8% | +31.3% |
| 30D | +73.6% | -3.0% | +76.6% | +64.0% |
| 3M | -46.3% | -25.6% | -20.7% | -58.3% |
| All | +24.5% | -22.6% | +47.1% | +9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling