+3.0%
SSPC vs EW
+19.7%
-16.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.3% | -18.6% | -16.0% |
| 7D | -4.7% | +11.0% | -15.7% | +6.6% |
| 30D | +36.7% | +19.1% | +17.6% | +66.6% |
| 3M | -49.4% | +14.4% | -63.8% | -39.6% |
| All | +3.0% | +19.7% | -16.8% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 5y: compounded portfolio wealth divided by compounded EW 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…
5y analysis · Full analysis span regression · Available span rolling