-9.3%
SSPC vs IR
+14.5%
-23.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +4.7% | -16.6% | -6.7% |
| 7D | -13.9% | +5.0% | -18.9% | -7.9% |
| 30D | +14.3% | +10.3% | +4.0% | +27.8% |
| 3M | -35.2% | -0.1% | -35.1% | -30.3% |
| All | -9.3% | +14.5% | -23.8% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · Available span rolling