+3.0%
SSPC vs KEY
-8.1%
+11.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.8% | -17.4% |
| 7D | -4.7% | -1.3% | -3.4% | -5.3% |
| 30D | +36.7% | +5.1% | +31.6% | +35.9% |
| 3M | -49.4% | -7.1% | -42.3% | -49.3% |
| All | +3.0% | -8.1% | +11.1% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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