+3.0%
SSPC vs IRE
-93.8%
+96.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +39.6% | -56.9% | -7.4% |
| 7D | -4.7% | -27.2% | +22.5% | -3.5% |
| 30D | +36.7% | -75.1% | +111.8% | +17.4% |
| 3M | -49.4% | -77.9% | +28.4% | -55.1% |
| All | +3.0% | -93.8% | +96.7% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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