-49.4%
SSPC vs SE
-32.5%
-17.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.1% | -17.4% | -17.3% |
| 7D | -4.7% | +2.0% | -6.7% | -4.6% |
| 30D | +36.7% | -20.0% | +56.7% | +30.9% |
| 3M | -49.4% | -31.8% | -17.7% | -52.4% |
| All | -49.4% | -32.5% | -17.0% | -52.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling