+3.0%
SSPC vs BAH
+13.0%
-10.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -17.7% |
| 7D | -4.7% | -3.5% | -1.1% | -5.0% |
| 30D | +36.7% | +24.3% | +12.5% | +50.8% |
| 3M | -49.4% | +16.3% | -65.8% | -45.5% |
| All | +3.0% | +13.0% | -10.1% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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