+5.2%
SSPC vs MAR
+4.7%
+0.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.0% | +5.7% | +6.3% |
| 7D | +11.8% | +7.7% | +4.1% | +6.1% |
| 30D | +44.7% | +19.4% | +25.4% | +22.3% |
| 3M | -40.7% | +23.3% | -64.0% | -50.1% |
| All | +5.2% | +4.7% | +0.4% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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