-9.3%
SSPC vs FPS
-63.1%
+53.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +16.0% | -27.9% | -0.6% |
| 7D | -13.9% | -8.0% | -5.9% | -11.5% |
| 30D | +14.3% | -43.5% | +57.9% | -10.6% |
| 3M | -35.2% | -41.6% | +6.4% | -47.0% |
| All | -9.3% | -63.1% | +53.8% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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