-3.6%
SSPC vs MDY
-2.0%
-1.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.7% | -6.6% | -10.8% |
| 7D | -15.5% | +1.0% | -16.5% | -10.5% |
| 30D | -31.1% | -3.1% | -28.0% | -42.5% |
| All | -3.6% | -2.0% | -1.6% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 6mo: compounded portfolio wealth divided by compounded MDY 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…
6mo analysis · Full analysis span regression · Available span rolling