-69.8%
SPCH vs AS
-15.1%
-54.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -2.3% | -15.8% | -18.0% |
| 7D | -27.7% | +7.1% | -34.8% | -27.6% |
| 30D | -51.2% | +12.8% | -64.0% | -51.5% |
| 3M | +11.3% | -14.7% | +26.0% | +8.2% |
| All | -69.8% | -15.1% | -54.8% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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