+5.2%
SSPC vs MGY
-11.0%
+16.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.2% | +13.0% | +9.6% |
| 7D | +11.8% | -12.1% | +23.9% | +17.2% |
| 30D | +44.7% | -2.6% | +47.4% | +45.6% |
| 3M | -40.7% | -4.2% | -36.5% | -38.9% |
| All | +5.2% | -11.0% | +16.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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