+5.2%
SSPC vs BR
+31.9%
-26.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.0% | +4.8% | +8.0% |
| 7D | +11.8% | +7.0% | +4.8% | +12.5% |
| 30D | +44.7% | +19.0% | +25.7% | +53.3% |
| 3M | -40.7% | +13.1% | -53.8% | -37.1% |
| All | +5.2% | +31.9% | -26.7% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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