-63.2%
SPCH vs IDXX
+23.6%
-86.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.9% | -11.5% | -8.0% |
| 7D | -13.4% | +24.1% | -37.5% | -15.9% |
| 30D | -39.6% | +32.5% | -72.2% | -42.4% |
| 3M | -1.4% | +18.8% | -20.2% | +0.2% |
| All | -63.2% | +23.6% | -86.8% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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