+5.2%
SSPC vs TRV
+34.6%
-29.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.5% | +4.3% | +3.4% |
| 7D | +11.8% | +3.9% | +7.9% | +6.8% |
| 30D | +44.7% | +13.5% | +31.3% | +25.5% |
| 3M | -40.7% | +8.9% | -49.6% | -45.5% |
| All | +5.2% | +34.6% | -29.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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