-63.2%
SPCH vs EXE
+0.7%
-63.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.9% | -4.7% | -8.3% |
| 7D | -13.4% | -4.7% | -8.7% | -14.6% |
| 30D | -39.6% | +1.0% | -40.7% | -38.9% |
| 3M | -1.4% | -5.6% | +4.2% | -5.5% |
| All | -63.2% | +0.7% | -63.9% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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