+5.2%
SSPC vs TNA
-16.7%
+21.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.4% | +3.4% | +12.5% |
| 7D | +11.8% | +2.4% | +9.4% | +14.7% |
| 30D | +44.7% | -0.9% | +45.6% | +41.0% |
| 3M | -40.7% | -19.2% | -21.5% | -52.6% |
| All | +5.2% | -16.7% | +21.9% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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