+5.2%
SSPC vs EXEL
+36.5%
-31.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.6% | +7.2% | +8.0% |
| 7D | +11.8% | +9.8% | +2.0% | +14.4% |
| 30D | +44.7% | +23.6% | +21.1% | +56.6% |
| 3M | -40.7% | +29.9% | -70.6% | -30.6% |
| All | +5.2% | +36.5% | -31.3% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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