+5.2%
SSPC vs FN
-45.9%
+51.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -6.0% | +13.8% | +4.4% |
| 7D | +11.8% | -7.0% | +18.8% | +9.0% |
| 30D | +44.7% | -24.7% | +69.5% | +29.1% |
| 3M | -40.7% | -35.7% | -5.0% | -47.8% |
| All | +5.2% | -45.9% | +51.1% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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