+3.0%
SSPC vs PL
-60.9%
+63.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +10.4% | -27.7% | -7.5% |
| 7D | -4.7% | -6.8% | +2.2% | -6.0% |
| 30D | +36.7% | -29.3% | +66.0% | +11.5% |
| 3M | -49.4% | -44.8% | -4.7% | -65.6% |
| All | +3.0% | -60.9% | +63.8% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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