-62.5%
SPCH vs EXE
+2.8%
-65.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.5% | -1.6% |
| 7D | +6.5% | +5.3% | +1.2% | +6.9% |
| 30D | -21.8% | -2.2% | -19.6% | -22.5% |
| 3M | -14.9% | -5.9% | -9.0% | -16.0% |
| All | -62.5% | +2.8% | -65.3% | -63.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling