+2.9%
SSPC vs VG
-6.0%
+8.9%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.1% | -17.4% | -17.3% |
| 7D | -4.7% | -22.0% | +17.3% | -2.2% |
| 30D | +36.6% | -11.6% | +48.3% | +37.7% |
| 3M | -49.5% | -14.9% | -34.6% | -48.5% |
| All | +2.9% | -6.0% | +8.9% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 6mo: compounded portfolio wealth divided by compounded VG 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…
6mo analysis · Full analysis span regression · Available span rolling