+5.2%
SSPC vs IFF
+11.1%
-5.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.9% | +12.7% | +12.7% |
| 7D | +11.8% | -3.3% | +15.1% | +15.1% |
| 30D | +44.7% | +5.3% | +39.4% | +37.6% |
| 3M | -40.7% | +8.9% | -49.6% | -43.7% |
| All | +5.2% | +11.1% | -5.9% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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