+5.2%
SSPC vs ALNY
-43.1%
+48.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.0% | +7.8% |
| 7D | +11.8% | -30.7% | +42.5% | +13.4% |
| 30D | +44.7% | -26.7% | +71.5% | +46.3% |
| 3M | -40.7% | -26.4% | -14.2% | -40.0% |
| All | +5.2% | -43.1% | +48.3% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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