+5.2%
SSPC vs FIX
-44.4%
+49.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -15.1% | +22.9% | +0.5% |
| 7D | +11.8% | -18.9% | +30.7% | +3.0% |
| 30D | +44.7% | -36.3% | +81.0% | +21.3% |
| 3M | -40.7% | -38.5% | -2.2% | -50.1% |
| All | +5.2% | -44.4% | +49.6% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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