-9.3%
SSPC vs ARWR
-34.0%
+24.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -15.3% | +3.4% | -13.9% |
| 7D | -13.9% | -17.3% | +3.4% | -16.4% |
| 30D | +14.3% | -21.5% | +35.9% | +10.1% |
| 3M | -35.2% | -43.8% | +8.6% | -41.5% |
| All | -9.3% | -34.0% | +24.7% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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