+5.2%
SSPC vs MULL
-60.2%
+65.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -13.8% | +21.5% | +6.1% |
| 7D | +11.8% | -35.9% | +47.7% | +7.0% |
| 30D | +44.7% | -47.3% | +92.1% | +38.3% |
| 3M | -40.7% | -30.6% | -10.1% | -41.8% |
| All | +5.2% | -60.2% | +65.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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