+5.2%
SSPC vs DG
+22.8%
-17.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +8.5% | -0.7% | +1.8% |
| 7D | +11.8% | +12.3% | -0.5% | +3.7% |
| 30D | +44.7% | +19.3% | +25.4% | +33.6% |
| 3M | -40.7% | +11.9% | -52.5% | -43.6% |
| All | +5.2% | +22.8% | -17.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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