-6.4%
SSPC vs BAX
+25.3%
-31.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.3% | +4.8% | +4.4% |
| 7D | -11.1% | -0.6% | -10.5% | -10.8% |
| 30D | +19.1% | +6.3% | +12.8% | +23.6% |
| 3M | -31.7% | -4.6% | -27.1% | -34.1% |
| All | -6.4% | +25.3% | -31.7% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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