-47.8%
FIX vs SPCH
-59.6%
+11.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +16.8% | -11.4% | +3.3% |
| 7D | -17.5% | -3.0% | -14.4% | -17.1% |
| 30D | -41.6% | -39.8% | -1.7% | -39.3% |
| 3M | -40.6% | +16.8% | -57.4% | -39.9% |
| All | -47.8% | -59.6% | +11.8% | -47.3% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling