+16.8%
SPCH vs ALL
-6.5%
+23.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -4.5% | +21.3% | +8.3% |
| 7D | -3.0% | -1.9% | -1.1% | -5.7% |
| 30D | -39.8% | +13.8% | -53.6% | -25.0% |
| 3M | +16.8% | -7.0% | +23.8% | +5.0% |
| All | +16.8% | -6.5% | +23.4% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 3mo: compounded portfolio wealth divided by compounded ALL 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…
3mo analysis · Full analysis span regression · Available span rolling