+5.2%
SSPC vs RDW
-51.6%
+56.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.9% | +12.8% | +3.5% |
| 7D | +11.8% | -14.3% | +26.2% | -1.1% |
| 30D | +44.8% | -26.0% | +70.8% | +15.5% |
| 3M | -40.7% | -27.4% | -13.3% | -49.6% |
| All | +5.2% | -51.6% | +56.9% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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