+5.2%
SSPC vs RL
+0.1%
+5.1%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.5% | +3.3% | +8.7% |
| 7D | +11.8% | +5.8% | +6.0% | +13.1% |
| 30D | +44.7% | +12.7% | +32.0% | +49.3% |
| 3M | -40.7% | +9.3% | -50.0% | -38.4% |
| All | +5.2% | +0.1% | +5.1% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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