+5.2%
SSPC vs TPR
-16.2%
+21.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.5% | +4.2% | +7.2% |
| 7D | +11.8% | +12.6% | -0.9% | +9.8% |
| 30D | +44.7% | +7.1% | +37.6% | +43.2% |
| 3M | -40.7% | -19.4% | -21.3% | -38.6% |
| All | +5.2% | -16.2% | +21.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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