-63.2%
SPCH vs FN
-45.9%
-17.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.0% | -1.6% | -4.2% |
| 7D | -13.4% | -7.0% | -6.4% | -9.9% |
| 30D | -39.6% | -24.7% | -14.9% | -30.0% |
| 3M | -1.4% | -35.7% | +34.3% | +21.1% |
| All | -63.2% | -45.9% | -17.3% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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