-64.8%
SPCH vs COMP
+14.2%
-79.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +10.7% | +6.1% | +13.4% |
| 7D | -3.0% | +13.4% | -16.5% | -5.3% |
| 30D | -39.8% | +11.1% | -50.9% | -41.0% |
| 3M | +16.8% | -18.8% | +35.7% | +19.8% |
| All | -64.8% | +14.2% | -79.0% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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