-50.9%
SPCH vs EXE
+9.4%
-60.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.1% | +6.1% | +3.9% |
| 7D | +4.0% | -3.1% | +7.1% | +4.0% |
| 30D | +3.8% | -0.9% | +4.8% | +3.9% |
| All | -50.9% | +9.4% | -60.3% | -52.2% |
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