-9.3%
SSPC vs SE
-8.9%
-0.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.9% | -14.8% | -11.3% |
| 7D | -13.9% | +3.3% | -17.2% | -13.7% |
| 30D | +14.3% | -18.2% | +32.5% | +14.0% |
| 3M | -35.2% | -31.3% | -3.9% | -33.4% |
| All | -9.3% | -8.9% | -0.4% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · Available span rolling