-9.3%
SSPC vs ALL
+15.9%
-25.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -0.4% | -11.5% | -11.4% |
| 7D | -13.9% | -3.9% | -10.0% | -8.4% |
| 30D | +14.3% | +10.6% | +3.7% | +5.8% |
| 3M | -35.2% | -4.6% | -30.7% | -31.5% |
| All | -9.3% | +15.9% | -25.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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