+3.0%
SSPC vs IR
+9.4%
-6.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.4% | -18.7% | -15.9% |
| 7D | -4.7% | +3.7% | -8.3% | -1.0% |
| 30D | +36.7% | +7.4% | +29.3% | +46.0% |
| 3M | -49.4% | -5.9% | -43.5% | -49.2% |
| All | +3.0% | +9.4% | -6.4% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling