-9.3%
SSPC vs ECL
+14.8%
-24.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.0% | -13.9% | -11.9% |
| 7D | -13.9% | -0.5% | -13.4% | -14.4% |
| 30D | +14.3% | +8.8% | +5.5% | +13.6% |
| 3M | -35.2% | +7.8% | -43.1% | -34.8% |
| All | -9.3% | +14.8% | -24.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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