+5.2%
SSPC vs SO
+0.5%
+4.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +8.4% |
| 7D | +11.8% | +1.7% | +10.0% | +10.2% |
| 30D | +44.7% | +11.1% | +33.6% | +40.6% |
| 3M | -40.7% | +0.7% | -41.4% | -38.3% |
| All | +5.2% | +0.5% | +4.6% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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