+5.2%
SSPC vs EMR
+16.9%
-11.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.4% | +5.3% | +10.1% |
| 7D | +11.8% | +1.6% | +10.2% | +13.5% |
| 30D | +44.7% | +5.0% | +39.7% | +52.6% |
| 3M | -40.7% | +7.7% | -48.4% | -35.4% |
| All | +5.2% | +16.9% | -11.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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