-9.3%
SSPC vs JD
-1.3%
-8.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | -2.5% | -9.4% | -11.4% |
| 7D | -13.9% | +7.9% | -21.8% | -14.0% |
| 30D | +14.3% | +4.8% | +9.6% | +14.0% |
| 3M | -35.2% | -13.9% | -21.3% | -41.6% |
| All | -9.3% | -1.3% | -8.0% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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