-63.2%
SPCH vs FDS
+43.9%
-107.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.5% | -6.7% |
| 7D | -13.4% | +9.4% | -22.8% | -11.0% |
| 30D | -39.6% | +23.8% | -63.4% | -36.5% |
| 3M | -1.4% | +25.1% | -26.5% | +3.4% |
| All | -63.2% | +43.9% | -107.0% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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