-9.3%
SSPC vs ALLE
+41.8%
-51.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.8% | -14.7% | -12.2% |
| 7D | -13.9% | -0.6% | -13.3% | -13.9% |
| 30D | +14.3% | +26.6% | -12.3% | +11.1% |
| 3M | -35.2% | +13.2% | -48.4% | -40.2% |
| All | -9.3% | +41.8% | -51.1% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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