-60.5%
SPCH vs IRE
-93.9%
+33.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.5% | +14.4% | +12.6% |
| 7D | +6.2% | -15.5% | +21.7% | +8.0% |
| 30D | -28.1% | -70.4% | +42.3% | -11.9% |
| 3M | -0.5% | -81.6% | +81.1% | +29.7% |
| All | -60.5% | -93.9% | +33.4% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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