+5.2%
SSPC vs IT
+40.8%
-35.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.3% | +7.7% |
| 7D | +11.8% | -5.5% | +17.3% | +12.6% |
| 30D | +44.7% | +10.3% | +34.4% | +48.4% |
| 3M | -40.7% | +11.5% | -52.2% | -38.7% |
| All | +5.2% | +40.8% | -35.6% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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