-60.5%
SPCH vs GEN
+22.0%
-82.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +11.9% | +12.0% |
| 7D | +6.2% | -0.3% | +6.5% | +6.1% |
| 30D | -28.1% | +28.2% | -56.3% | -32.8% |
| 3M | -0.5% | +2.6% | -3.1% | +1.5% |
| All | -60.5% | +22.0% | -82.5% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 6mo: compounded portfolio wealth divided by compounded GEN 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…
6mo analysis · Full analysis span regression · Available span rolling