-9.3%
SSPC vs SPG
+7.5%
-16.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.0% | -13.9% | -13.0% |
| 7D | -13.9% | +5.1% | -19.0% | -17.3% |
| 30D | +14.3% | +16.8% | -2.5% | +2.7% |
| 3M | -35.2% | +5.7% | -40.9% | -37.9% |
| All | -9.3% | +7.5% | -16.8% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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