+5.2%
SSPC vs LEN
+1.6%
+3.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +7.1% | +0.7% | +5.6% |
| 7D | +11.8% | +10.5% | +1.3% | +9.2% |
| 30D | +44.7% | +24.6% | +20.1% | +40.3% |
| 3M | -40.7% | +6.6% | -47.3% | -45.0% |
| All | +5.2% | +1.6% | +3.6% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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