-60.5%
SPCH vs FFIV
-20.1%
-40.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.2% | +9.7% | +10.8% |
| 7D | +6.2% | -2.1% | +8.3% | +8.0% |
| 30D | -28.1% | -33.8% | +5.7% | -17.1% |
| 3M | -0.5% | -20.6% | +20.1% | +11.8% |
| All | -60.5% | -20.1% | -40.4% | -55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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