-9.3%
SSPC vs DAR
-6.8%
-2.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +4.7% | -16.6% | -10.1% |
| 7D | -13.9% | -2.8% | -11.1% | -13.8% |
| 30D | +14.3% | -12.8% | +27.2% | +12.2% |
| 3M | -35.2% | -11.6% | -23.6% | -33.4% |
| All | -9.3% | -6.8% | -2.4% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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