+5.2%
SSPC vs BLK
+17.2%
-12.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.4% | +2.4% | +9.3% |
| 7D | +11.8% | +5.7% | +6.0% | +13.5% |
| 30D | +44.7% | +14.8% | +29.9% | +50.4% |
| 3M | -40.7% | +8.8% | -49.5% | -38.5% |
| All | +5.2% | +17.2% | -12.0% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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