+5.2%
SSPC vs IEF
-1.9%
+7.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.5% | +7.2% | +8.0% |
| 7D | +11.8% | +0.9% | +10.9% | +12.8% |
| 30D | +44.7% | +3.1% | +41.7% | +58.1% |
| 3M | -40.7% | -1.4% | -39.3% | -53.3% |
| All | +5.2% | -1.9% | +7.1% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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