+5.2%
SSPC vs EFV
+4.9%
+0.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.1% | +4.6% | +13.3% |
| 7D | +11.8% | +2.9% | +8.9% | +16.7% |
| 30D | +44.7% | +3.6% | +41.2% | +53.6% |
| 3M | -40.7% | -0.1% | -40.6% | -41.1% |
| All | +5.2% | +4.9% | +0.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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