+3.0%
SSPC vs ES
+2.9%
+0.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.9% | -14.4% | -15.1% |
| 7D | -4.7% | +1.9% | -6.5% | -3.4% |
| 30D | +36.7% | +7.1% | +29.7% | +38.8% |
| 3M | -49.4% | -1.9% | -47.5% | -48.4% |
| All | +3.0% | +2.9% | +0.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · Available span rolling