-60.5%
SPCH vs ALB
-42.1%
-18.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | +6.2% | +9.5% | -3.3% | -1.2% |
| 30D | -28.1% | -2.1% | -26.0% | -26.4% |
| 3M | -0.5% | -24.1% | +23.7% | +20.1% |
| All | -60.5% | -42.1% | -18.4% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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