-6.4%
SSPC vs AR
+12.7%
-19.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.5% | +3.0% | +4.1% |
| 7D | -11.1% | +2.1% | -13.2% | -11.5% |
| 30D | +19.1% | +4.5% | +14.5% | +16.5% |
| 3M | -31.7% | +1.0% | -32.7% | -31.3% |
| All | -6.4% | +12.7% | -19.2% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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