-62.5%
SPCH vs DT
+7.6%
-70.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | +6.5% | +3.1% | +3.4% | +6.5% |
| 30D | -21.8% | -29.5% | +7.8% | -23.0% |
| 3M | -14.9% | -11.7% | -3.2% | -8.7% |
| All | -62.5% | +7.6% | -70.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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