+24.5%
SSPC vs PL
-64.6%
+89.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -10.1% | +28.4% | +9.2% |
| 7D | +29.9% | -20.5% | +50.4% | +9.4% |
| 30D | +73.6% | -38.8% | +112.4% | +22.4% |
| 3M | -46.3% | -49.1% | +2.8% | -66.8% |
| All | +24.5% | -64.6% | +89.0% | -31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling