-9.3%
SSPC vs FN
-42.1%
+32.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +11.9% | -23.8% | -3.9% |
| 7D | -13.9% | +16.3% | -30.2% | +0.6% |
| 30D | +14.3% | -24.7% | +39.1% | +8.5% |
| 3M | -35.2% | -34.9% | -0.3% | -39.7% |
| All | -9.3% | -42.1% | +32.8% | +11.6% |
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