+3.0%
SSPC vs SAP
+40.2%
-37.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.1% | -13.2% | -17.4% |
| 7D | -4.7% | -0.7% | -4.0% | -4.4% |
| 30D | +36.7% | +11.1% | +25.6% | +43.5% |
| 3M | -49.4% | +17.0% | -66.5% | -43.7% |
| All | +3.0% | +40.2% | -37.2% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 3y: compounded portfolio wealth divided by compounded SAP 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…
3y analysis · Full analysis span regression · Available span rolling