-63.2%
SPCH vs INDA
+1.5%
-64.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.7% | -10.3% | -8.3% |
| 7D | -13.4% | +6.9% | -20.3% | -15.8% |
| 30D | -39.6% | +7.4% | -47.1% | -42.4% |
| 3M | -1.4% | -1.0% | -0.4% | +4.1% |
| All | -63.2% | +1.5% | -64.6% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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