+5.2%
SSPC vs SN
+58.8%
-53.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.1% | +3.7% | +7.7% |
| 7D | +11.8% | +10.6% | +1.2% | +12.0% |
| 30D | +44.7% | +20.0% | +24.7% | +45.9% |
| 3M | -40.7% | +30.4% | -71.1% | -39.8% |
| All | +5.2% | +58.8% | -53.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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