-63.2%
SPCH vs ESI
-26.2%
-37.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -4.6% | -2.9% | -3.9% |
| 7D | -13.4% | -6.6% | -6.8% | -8.3% |
| 30D | -39.6% | -10.9% | -28.7% | -33.6% |
| 3M | -1.4% | -13.8% | +12.4% | +7.4% |
| All | -63.2% | -26.2% | -37.0% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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