+3.0%
SSPC vs AMC
+30.8%
-27.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.9% | -19.2% | -17.4% |
| 7D | -4.7% | +2.6% | -7.3% | -5.8% |
| 30D | +36.7% | +9.0% | +27.7% | +33.6% |
| 3M | -49.4% | +22.2% | -71.6% | -51.7% |
| All | +3.0% | +30.8% | -27.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 5y: compounded portfolio wealth divided by compounded AMC 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…
5y analysis · Full analysis span regression · Available span rolling