-9.3%
SSPC vs ALM
-52.4%
+43.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +8.1% | -20.0% | -6.7% |
| 7D | -13.9% | +0.7% | -14.6% | -11.5% |
| 30D | +14.3% | -26.1% | +40.4% | +2.3% |
| 3M | -35.2% | -38.1% | +2.9% | -43.4% |
| All | -9.3% | -52.4% | +43.1% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · Available span rolling