-9.3%
SSPC vs FLEX
-49.5%
+40.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +12.0% | -23.9% | -2.5% |
| 7D | -13.9% | -7.2% | -6.7% | -13.3% |
| 30D | +14.3% | -34.8% | +49.1% | -8.5% |
| 3M | -35.2% | -35.6% | +0.4% | -46.5% |
| All | -9.3% | -49.5% | +40.2% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · Available span rolling