+5.2%
SSPC vs RRX
-21.3%
+26.5%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -3.6% | +11.4% | +3.9% |
| 7D | +11.8% | +7.6% | +4.2% | +22.7% |
| 30D | +44.7% | +7.5% | +37.2% | +62.2% |
| 3M | -40.7% | -21.0% | -19.7% | -49.2% |
| All | +5.2% | -21.3% | +26.5% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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