-3.6%
SSPC vs MGY
+4.5%
-8.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.3% | -9.6% | -7.5% |
| 7D | -15.5% | -0.9% | -14.6% | -15.3% |
| 30D | -31.1% | +10.1% | -41.3% | -32.2% |
| All | -3.6% | +4.5% | -8.1% | +10.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling