-60.5%
SPCH vs IR
+14.5%
-75.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +4.7% | +7.3% | +6.9% |
| 7D | +6.2% | +5.0% | +1.2% | +2.0% |
| 30D | -28.1% | +10.3% | -38.4% | -32.7% |
| 3M | -0.5% | -0.1% | -0.4% | -2.8% |
| All | -60.5% | +14.5% | -75.0% | -65.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling