-64.8%
SPCH vs M
-8.5%
-56.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -4.6% | +21.4% | +15.8% |
| 7D | -3.0% | -4.3% | +1.2% | -2.6% |
| 30D | -39.8% | +1.3% | -41.1% | -38.6% |
| 3M | +16.8% | -7.4% | +24.2% | +15.5% |
| All | -64.8% | -8.5% | -56.2% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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