-46.3%
SSPC vs PL
-49.5%
+3.2%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -10.1% | +28.4% | +8.0% |
| 7D | +29.9% | -20.5% | +50.4% | +7.6% |
| 30D | +73.6% | -38.8% | +112.4% | +21.4% |
| 3M | -46.3% | -49.1% | +2.8% | -70.1% |
| All | -46.3% | -49.5% | +3.2% | -70.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling