-63.2%
SPCH vs DRI
+11.7%
-74.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +5.1% | -12.7% | -6.5% |
| 7D | -13.4% | +6.5% | -19.9% | -12.3% |
| 30D | -39.6% | +16.4% | -56.0% | -40.0% |
| 3M | -1.4% | +13.6% | -15.1% | +4.0% |
| All | -63.2% | +11.7% | -74.9% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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