-9.3%
SSPC vs BP
+10.1%
-19.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +0.1% | -12.0% | -12.0% |
| 7D | -13.9% | -6.9% | -7.0% | -9.4% |
| 30D | +14.3% | -3.6% | +17.9% | +15.3% |
| 3M | -35.2% | +8.4% | -43.6% | -40.3% |
| All | -9.3% | +10.1% | -19.4% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 6mo: compounded portfolio wealth divided by compounded BP 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…
6mo analysis · Full analysis span regression · Available span rolling