+3.0%
SSPC vs FN
-48.2%
+51.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +11.7% | -29.0% | -9.6% |
| 7D | -4.7% | 0.0% | -4.6% | -0.1% |
| 30D | +36.7% | -34.3% | +71.0% | +17.6% |
| 3M | -49.4% | -39.9% | -9.6% | -55.7% |
| All | +3.0% | -48.2% | +51.2% | +16.1% |
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