+5.2%
SSPC vs MKTX
+37.8%
-32.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.8% | +7.8% |
| 7D | +11.8% | +0.5% | +11.3% | +11.8% |
| 30D | +44.7% | +1.0% | +43.8% | +44.8% |
| 3M | -40.7% | +2.5% | -43.2% | -40.5% |
| All | +5.2% | +37.8% | -32.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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