+3.0%
SSPC vs RBA
-13.3%
+16.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.3% | -16.0% | -18.2% |
| 7D | -4.7% | +4.3% | -8.9% | -1.9% |
| 30D | +36.7% | +16.3% | +20.4% | +53.3% |
| 3M | -49.4% | +1.3% | -50.8% | -52.9% |
| All | +3.0% | -13.3% | +16.2% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 6mo: compounded portfolio wealth divided by compounded RBA 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…
6mo analysis · Full analysis span regression · Available span rolling