-49.4%
SSPC vs AR
+3.3%
-52.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.8% | -16.5% | -17.0% |
| 7D | -4.7% | -14.3% | +9.6% | +3.2% |
| 30D | +36.7% | +1.4% | +35.3% | +32.0% |
| 3M | -49.4% | +3.4% | -52.8% | -52.1% |
| All | -49.4% | +3.3% | -52.7% | -52.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling