+5.2%
SSPC vs USAR
-64.8%
+70.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -5.9% | +13.6% | +4.5% |
| 7D | +11.8% | -21.8% | +33.5% | -1.8% |
| 30D | +44.7% | -39.9% | +84.7% | +9.8% |
| 3M | -40.7% | -52.5% | +11.8% | -58.4% |
| All | +5.2% | -64.8% | +70.0% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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