-63.2%
SPCH vs JD
-3.5%
-59.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.0% | -10.6% | -7.4% |
| 7D | -13.4% | +9.0% | -22.4% | -13.2% |
| 30D | -39.6% | +5.2% | -44.8% | -39.9% |
| 3M | -1.4% | -15.9% | +14.5% | +8.9% |
| All | -63.2% | -3.5% | -59.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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