-6.4%
SSPC vs REPL
+147.2%
-153.7%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -6.4% | +11.0% | +4.8% |
| 7D | -11.1% | +5.3% | -16.4% | -11.5% |
| 30D | +19.1% | +66.6% | -47.6% | +14.8% |
| 3M | -31.7% | +59.6% | -91.2% | -34.1% |
| All | -6.4% | +147.2% | -153.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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