+5.2%
SSPC vs OWL
+8.7%
-3.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.1% | +4.7% | +9.2% |
| 7D | +11.8% | +10.1% | +1.7% | +17.4% |
| 30D | +44.7% | +18.7% | +26.0% | +59.3% |
| 3M | -40.7% | -6.2% | -34.5% | -44.1% |
| All | +5.2% | +8.7% | -3.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 OWL 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