-63.2%
SPCH vs FTV
+12.4%
-75.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.3% | -9.9% | -7.7% |
| 7D | -13.4% | +6.6% | -20.0% | -13.7% |
| 30D | -39.6% | +19.1% | -58.7% | -40.7% |
| 3M | -1.4% | +13.1% | -14.5% | -2.6% |
| All | -63.2% | +12.4% | -75.6% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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