-49.2%
SPCH vs EXPE
+19.6%
-68.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -7.9% | +15.3% | +6.5% |
| 7D | +15.3% | -9.8% | +25.1% | +14.3% |
| 30D | +28.0% | -11.5% | +39.5% | +24.0% |
| All | -49.2% | +19.6% | -68.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · Available span rolling