-17.4%
TER vs SSPC
-27.1%
+9.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.5% | +3.0% | +5.7% |
| 7D | +0.6% | -9.9% | +10.4% | -0.4% |
| 30D | -8.3% | -55.2% | +46.9% | -14.3% |
| All | -17.4% | -27.1% | +9.7% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling