-1.4%
SSPC vs DE
+16.0%
-17.4%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.2% |
| 7D | -5.2% | -2.6% | -2.6% | -6.3% |
| 30D | -10.7% | +9.0% | -19.7% | -8.1% |
| All | -1.4% | +16.0% | -17.4% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · Available span rolling