+3.0%
SSPC vs COMP
+14.2%
-11.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +10.7% | -28.0% | -13.9% |
| 7D | -4.7% | +13.4% | -18.1% | -0.8% |
| 30D | +36.7% | +11.1% | +25.6% | +41.7% |
| 3M | -49.4% | -18.8% | -30.6% | -49.8% |
| All | +3.0% | +14.2% | -11.3% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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