-63.2%
SPCH vs DAR
-7.3%
-55.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.5% | -5.1% | -7.1% |
| 7D | -13.4% | -5.7% | -7.7% | -12.5% |
| 30D | -39.6% | -16.6% | -23.1% | -37.7% |
| 3M | -1.4% | -13.1% | +11.6% | -3.7% |
| All | -63.2% | -7.3% | -55.9% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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