-6.8%
SSPC vs B
-10.0%
+3.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.8% | -2.1% |
| 7D | -25.1% | -6.2% | -18.9% | -27.2% |
| 30D | +9.4% | -6.6% | +16.0% | +5.2% |
| 3M | -15.5% | -7.9% | -7.7% | -17.7% |
| All | -6.8% | -10.0% | +3.2% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 3y: compounded portfolio wealth divided by compounded B 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…
3y analysis · Full analysis span regression · Available span rolling