-6.4%
SSPC vs FLEX
-49.0%
+42.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.8% | +0.7% | +7.4% |
| 7D | -11.1% | +2.2% | -13.4% | -5.5% |
| 30D | +19.1% | -32.6% | +51.7% | -2.6% |
| 3M | -31.7% | -35.5% | +3.8% | -43.5% |
| All | -6.4% | -49.0% | +42.6% | -21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling