-64.8%
SPCH vs AG
-20.4%
-44.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.8% | +15.0% | +15.8% |
| 7D | -3.0% | +6.3% | -9.3% | -6.4% |
| 30D | -39.8% | -8.9% | -30.9% | -35.7% |
| 3M | +16.8% | -12.2% | +29.0% | +21.4% |
| All | -64.8% | -20.4% | -44.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 3y: compounded portfolio wealth divided by compounded AG 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…
3y analysis · Full analysis span regression · Available span rolling