+24.5%
SSPC vs IP
-6.6%
+31.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -4.0% | +22.2% | +18.3% |
| 7D | +29.9% | -5.0% | +34.8% | +30.1% |
| 30D | +73.6% | +6.5% | +67.1% | +73.9% |
| 3M | -46.3% | -18.0% | -28.3% | -46.3% |
| All | +24.5% | -6.6% | +31.1% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 3y: compounded portfolio wealth divided by compounded IP 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…
3y analysis · Full analysis span regression · Available span rolling