-63.2%
SPCH vs ALC
+14.0%
-77.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.8% | -14.4% | -4.9% |
| 7D | -13.4% | +10.7% | -24.1% | -10.1% |
| 30D | -39.6% | +20.2% | -59.8% | -37.1% |
| 3M | -1.4% | +8.9% | -10.3% | +0.2% |
| All | -63.2% | +14.0% | -77.2% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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