-63.2%
SPCH vs ET
+5.8%
-69.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.5% | -4.1% | -7.2% |
| 7D | -13.4% | -6.0% | -7.4% | -13.2% |
| 30D | -39.6% | -6.1% | -33.6% | -41.3% |
| 3M | -1.4% | -2.7% | +1.3% | -2.8% |
| All | -63.2% | +5.8% | -69.0% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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