-14.8%
GEV vs SPCH
-57.8%
+43.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.6% | -1.7% | -8.5% |
| 7D | -5.1% | -13.4% | +8.3% | -3.8% |
| 30D | -15.8% | -39.6% | +23.8% | -12.3% |
| 3M | -18.2% | -1.4% | -16.8% | -17.1% |
| All | -14.8% | -57.8% | +43.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling