-63.2%
SPCH vs ECL
+17.9%
-81.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.4% | -11.0% | -6.4% |
| 7D | -13.4% | +7.7% | -21.1% | -11.9% |
| 30D | -39.6% | +13.7% | -53.3% | -39.0% |
| 3M | -1.4% | +11.6% | -13.0% | -1.7% |
| All | -63.2% | +17.9% | -81.0% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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