-47.0%
STM vs SSPC
-27.8%
-19.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -17.3% | +21.7% | +1.8% |
| 7D | -10.7% | -4.7% | -6.1% | -10.4% |
| 30D | -25.7% | +36.7% | -62.5% | -21.9% |
| 3M | -21.6% | -49.4% | +27.9% | -21.9% |
| All | -47.0% | -27.8% | -19.2% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSPC.
Daily Out/Under-Performance
Portfolio return minus SSPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSPC 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 SSPC 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