+5.2%
SSPC vs AU
-5.7%
+10.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.0% | -0.2% | +12.9% |
| 7D | +11.8% | +0.8% | +11.0% | +12.1% |
| 30D | +44.7% | -7.0% | +51.7% | +39.0% |
| 3M | -40.7% | +8.5% | -49.2% | -32.8% |
| All | +5.2% | -5.7% | +10.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 1y: compounded portfolio wealth divided by compounded AU 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…
1y analysis · Full analysis span regression · Available span rolling