-9.3%
SSPC vs VFC
+16.5%
-25.8%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.9% | +2.6% | -14.5% | -11.3% |
| 7D | -13.9% | +7.7% | -21.6% | -12.7% |
| 30D | +14.3% | +39.2% | -24.9% | +22.3% |
| 3M | -35.2% | +40.3% | -75.5% | -30.0% |
| All | -9.3% | +16.5% | -25.8% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 3y: compounded portfolio wealth divided by compounded VFC 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…
3y analysis · Full analysis span regression · Available span rolling