-63.2%
SPCH vs BLK
+17.2%
-80.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.4% | -13.0% | -8.9% |
| 7D | -13.4% | +5.7% | -19.1% | -14.5% |
| 30D | -39.6% | +14.8% | -54.4% | -41.4% |
| 3M | -1.4% | +8.8% | -10.2% | -4.0% |
| All | -63.2% | +17.2% | -80.4% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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