+5.2%
SSPC vs RVMD
+28.8%
-23.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +2.8% | +5.0% | +9.4% |
| 7D | +11.8% | +5.8% | +6.0% | +15.5% |
| 30D | +44.7% | -3.8% | +48.6% | +42.6% |
| 3M | -40.7% | +3.2% | -43.9% | -36.6% |
| All | +5.2% | +28.8% | -23.6% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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