-63.2%
SPCH vs IR
+10.9%
-74.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.4% | -7.1% | -7.2% |
| 7D | -13.4% | +11.6% | -25.0% | -20.7% |
| 30D | -39.6% | +7.2% | -46.8% | -42.0% |
| 3M | -1.4% | -5.9% | +4.5% | +0.1% |
| All | -63.2% | +10.9% | -74.1% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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