-64.8%
SPCH vs ALL
+16.4%
-81.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -4.5% | +21.3% | +11.0% |
| 7D | -3.0% | -1.9% | -1.1% | -4.9% |
| 30D | -39.8% | +13.8% | -53.6% | -30.1% |
| 3M | +16.8% | -7.0% | +23.8% | +14.4% |
| All | -64.8% | +16.4% | -81.2% | -62.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling