-3.6%
SSPC vs VTR
+8.0%
-11.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -6.8% | -7.0% |
| 7D | -15.5% | -2.4% | -13.1% | -14.3% |
| 30D | -31.1% | -3.7% | -27.4% | -28.1% |
| All | -3.6% | +8.0% | -11.6% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 all: compounded portfolio wealth divided by compounded VTR 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…
all analysis · Full analysis span regression · Available span rolling