-60.5%
SPCH vs A
+38.1%
-98.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +8.4% |
| 7D | +6.2% | +4.8% | +1.4% | +2.2% |
| 30D | -28.1% | +5.6% | -33.7% | -30.1% |
| 3M | -0.5% | +23.6% | -24.1% | -13.0% |
| All | -60.5% | +38.1% | -98.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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