-9.3%
SSPC vs DRI
+11.3%
-20.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +1.5% | -13.4% | -12.2% |
| 7D | -13.9% | +3.1% | -17.0% | -14.6% |
| 30D | +14.3% | +16.2% | -1.9% | +15.0% |
| 3M | -35.2% | +8.4% | -43.6% | -36.4% |
| All | -9.3% | +11.3% | -20.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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