-54.7%
SMR vs SPCH
-56.3%
+1.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.3% | -8.1% | -7.9% |
| 7D | +10.3% | +26.5% | -16.2% | +6.5% |
| 30D | -25.7% | -24.8% | -0.9% | -24.4% |
| 3M | -49.7% | -19.3% | -30.4% | -49.3% |
| All | -54.7% | -56.3% | +1.6% | -57.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling