-64.8%
SPCH vs ECL
+12.5%
-77.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.7% | +18.5% | +16.5% |
| 7D | -3.0% | -0.8% | -2.3% | -2.1% |
| 30D | -39.8% | +8.1% | -47.9% | -39.3% |
| 3M | +16.8% | +6.4% | +10.5% | +16.5% |
| All | -64.8% | +12.5% | -77.3% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling