+5.2%
SSPC vs IWF
-4.5%
+9.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.4% | +7.4% | +9.2% |
| 7D | +11.8% | -4.2% | +15.9% | -3.4% |
| 30D | +44.7% | -8.1% | +52.9% | +9.8% |
| 3M | -40.7% | -5.1% | -35.6% | -47.2% |
| All | +5.2% | -4.5% | +9.7% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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