+3.0%
SSPC vs REPL
+145.4%
-142.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +8.0% | -25.3% | -17.7% |
| 7D | -4.7% | +22.8% | -27.4% | -6.0% |
| 30D | +36.7% | +63.8% | -27.1% | +32.1% |
| 3M | -49.4% | +68.1% | -117.6% | -51.4% |
| All | +3.0% | +145.4% | -142.5% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling