-60.5%
SPCH vs BP
+10.1%
-70.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.1% | +11.8% | +12.1% |
| 7D | +6.2% | -6.9% | +13.1% | -0.3% |
| 30D | -28.1% | -3.6% | -24.5% | -29.2% |
| 3M | -0.5% | +8.4% | -8.9% | +9.3% |
| All | -60.5% | +10.1% | -70.6% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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