-63.2%
SPCH vs EW
+16.5%
-79.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.4% | -12.0% | -12.0% |
| 7D | -13.4% | +8.3% | -21.7% | -20.5% |
| 30D | -39.6% | +13.9% | -53.6% | -48.2% |
| 3M | -1.4% | +10.9% | -12.3% | -14.6% |
| All | -63.2% | +16.5% | -79.7% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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