-63.2%
SPCH vs FPS
-63.4%
+0.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -17.3% | +9.7% | +3.5% |
| 7D | -13.4% | -23.3% | +9.9% | +2.0% |
| 30D | -39.6% | -42.4% | +2.8% | -14.9% |
| 3M | -1.4% | -43.0% | +41.6% | +40.2% |
| All | -63.2% | -63.4% | +0.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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