+11.3%
SPCH vs FGI
+59.9%
-48.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | 0.0% | -18.0% | -18.1% |
| 7D | -27.7% | -11.6% | -16.1% | -28.1% |
| 30D | -51.2% | -3.3% | -47.9% | -51.3% |
| 3M | +11.3% | +65.6% | -54.3% | +19.3% |
| All | +11.3% | +59.9% | -48.6% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3mo: compounded portfolio wealth divided by compounded FGI 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…
3mo analysis · Full analysis span regression · Available span rolling