-9.3%
SSPC vs GLXY
-59.1%
+49.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +6.2% | -18.1% | -8.2% |
| 7D | -13.9% | -0.5% | -13.4% | -10.3% |
| 30D | +14.3% | -28.6% | +43.0% | +2.7% |
| 3M | -35.2% | -28.1% | -7.1% | -39.3% |
| All | -9.3% | -59.1% | +49.8% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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