-64.8%
SPCH vs D
+2.6%
-67.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.5% | +18.3% | +15.8% |
| 7D | -3.0% | +3.0% | -6.0% | -1.5% |
| 30D | -39.8% | +11.5% | -51.3% | -39.7% |
| 3M | +16.8% | +3.7% | +13.1% | +28.1% |
| All | -64.8% | +2.6% | -67.3% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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