-60.5%
SPCH vs FIVE
+27.4%
-87.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +5.6% | +6.4% | +11.8% |
| 7D | +6.2% | +6.2% | 0.0% | +7.1% |
| 30D | -28.1% | +18.2% | -46.3% | -26.1% |
| 3M | -0.5% | +3.8% | -4.3% | +1.5% |
| All | -60.5% | +27.4% | -87.9% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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