+5.2%
SSPC vs EAT
+38.4%
-33.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.3% | +1.5% | +6.0% |
| 7D | +11.8% | -0.1% | +11.9% | +11.5% |
| 30D | +44.7% | +13.5% | +31.2% | +39.4% |
| 3M | -40.7% | +1.0% | -41.7% | -42.5% |
| All | +5.2% | +38.4% | -33.2% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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