-32.5%
AMAT vs SPCH
-56.4%
+23.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.9% | +11.0% | +6.9% |
| 7D | +7.0% | +3.4% | +3.6% | +6.1% |
| 30D | -20.6% | -31.3% | +10.7% | -17.0% |
| 3M | -24.8% | -4.0% | -20.8% | -24.8% |
| All | -32.5% | -56.4% | +23.9% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 10y: compounded portfolio wealth divided by compounded SPCH 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…
10y analysis · Full analysis span regression · Available span rolling