+3.0%
SSPC vs S
+43.3%
-40.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.6% | -18.9% | -16.6% |
| 7D | -4.7% | -13.4% | +8.8% | -8.8% |
| 30D | +36.7% | -14.0% | +50.7% | +32.8% |
| 3M | -49.4% | +4.9% | -54.3% | -45.6% |
| All | +3.0% | +43.3% | -40.4% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 6mo: compounded portfolio wealth divided by compounded S 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…
6mo analysis · Full analysis span regression · Available span rolling