+71.3%
SSPC vs SW
+5.6%
+65.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.3% | -1.5% | +19.8% | +18.6% |
| 7D | +29.9% | +4.7% | +25.2% | +26.7% |
| 30D | +73.6% | +5.0% | +68.6% | +69.0% |
| All | +71.3% | +5.6% | +65.7% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 1mo: compounded portfolio wealth divided by compounded SW 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…
1mo analysis · Full analysis span regression · Available span rolling