-9.3%
SSPC vs ROL
-17.3%
+8.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.1% | -14.0% | -13.0% |
| 7D | -13.9% | +7.5% | -21.4% | -16.7% |
| 30D | +14.3% | +21.1% | -6.8% | +4.5% |
| 3M | -35.2% | +3.1% | -38.4% | -40.2% |
| All | -9.3% | -17.3% | +8.0% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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