-49.2%
SPCH vs JD
-3.7%
-45.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.1% | +9.4% | +7.8% |
| 7D | +15.3% | -0.8% | +16.1% | +15.4% |
| 30D | +28.0% | -16.0% | +44.1% | +40.3% |
| All | -49.2% | -3.7% | -45.5% | -45.7% |
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