+3.0%
SSPC vs ATI
-13.3%
+16.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +4.4% | -21.7% | -12.3% |
| 7D | -4.7% | +6.2% | -10.8% | +3.4% |
| 30D | +36.7% | -7.1% | +43.8% | +32.2% |
| 3M | -49.4% | -21.3% | -28.1% | -57.9% |
| All | +3.0% | -13.3% | +16.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 6mo: compounded portfolio wealth divided by compounded ATI 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…
6mo analysis · Full analysis span regression · Available span rolling