-60.0%
SPCH vs BAH
+15.8%
-75.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.6% | +1.4% |
| 7D | +0.5% | +0.5% | 0.0% | -0.1% |
| 30D | -27.1% | +18.2% | -45.3% | -32.1% |
| 3M | -6.8% | +13.1% | -19.9% | -10.7% |
| All | -60.0% | +15.8% | -75.7% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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