+24.5%
SSPC vs GD
-0.3%
+24.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -2.3% | +20.6% | +15.2% |
| 7D | +29.9% | -3.9% | +33.8% | +24.3% |
| 30D | +73.6% | +8.1% | +65.6% | +94.0% |
| 3M | -46.3% | -6.8% | -39.5% | -56.0% |
| All | +24.5% | -0.3% | +24.7% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 all: compounded portfolio wealth divided by compounded GD 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…
all analysis · Full analysis span regression · Available span rolling