-69.8%
SPCH vs MOD
-67.9%
-2.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -7.3% | -10.8% | -13.9% |
| 7D | -27.7% | -34.2% | +6.5% | -9.5% |
| 30D | -51.2% | -51.9% | +0.7% | -28.3% |
| 3M | +11.3% | -53.0% | +64.3% | +63.5% |
| All | -69.8% | -67.9% | -2.0% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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