+5.2%
SSPC vs PSX
+50.4%
-45.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.5% | +12.3% | +9.7% |
| 7D | +11.8% | -5.2% | +17.0% | +14.5% |
| 30D | +44.7% | -3.7% | +48.5% | +46.2% |
| 3M | -40.7% | +26.8% | -67.5% | -49.2% |
| All | +5.2% | +50.4% | -45.2% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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