-60.0%
SPCH vs BN
-8.2%
-51.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +2.6% |
| 7D | +0.5% | +4.3% | -3.8% | -1.7% |
| 30D | -27.1% | +14.3% | -41.3% | -36.0% |
| 3M | -6.8% | -4.1% | -2.7% | +1.7% |
| All | -60.0% | -8.2% | -51.8% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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