-9.3%
SSPC vs STT
+1.0%
-10.3%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +3.2% | -15.1% | -9.1% |
| 7D | -13.9% | +0.9% | -14.8% | -12.8% |
| 30D | +14.3% | -2.3% | +16.7% | +15.4% |
| 3M | -35.2% | -7.5% | -27.7% | -36.1% |
| All | -9.3% | +1.0% | -10.3% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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