-64.8%
SPCH vs ALLE
+38.0%
-102.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.9% | +17.8% | +16.7% |
| 7D | -3.0% | -0.6% | -2.5% | -2.8% |
| 30D | -39.8% | +25.3% | -65.2% | -38.1% |
| 3M | +16.8% | +10.3% | +6.5% | +26.1% |
| All | -64.8% | +38.0% | -102.7% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 5y: compounded portfolio wealth divided by compounded ALLE 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…
5y analysis · Full analysis span regression · Available span rolling