-63.2%
SPCH vs ALM
-52.3%
-10.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.2% | -8.7% | -8.2% |
| 7D | -13.4% | -6.4% | -7.0% | -9.9% |
| 30D | -39.6% | -35.0% | -4.7% | -24.6% |
| 3M | -1.4% | -33.8% | +32.4% | +16.7% |
| All | -63.2% | -52.3% | -10.8% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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