-3.4%
XLU vs SSPC
-27.4%
+23.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -1.2% |
| 7D | +0.6% | -11.0% | +11.6% | +0.7% |
| 30D | -0.4% | -18.8% | +18.3% | -0.4% |
| All | -3.4% | -27.4% | +23.9% | -3.6% |
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