+5.2%
SSPC vs M
+1.8%
+3.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +7.6% | +0.2% | +5.8% |
| 7D | +11.8% | +8.3% | +3.5% | +9.3% |
| 30D | +44.7% | +14.2% | +30.6% | +40.5% |
| 3M | -40.7% | -1.1% | -39.6% | -40.6% |
| All | +5.2% | +1.8% | +3.3% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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