+5.2%
SSPC vs FWONK
+10.4%
-5.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.5% | +4.3% | +9.3% |
| 7D | +11.8% | +8.9% | +3.0% | +16.3% |
| 30D | +44.8% | +4.1% | +40.7% | +45.8% |
| 3M | -40.7% | +2.6% | -43.3% | -37.5% |
| All | +5.2% | +10.4% | -5.1% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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