-63.2%
SPCH vs NRG
-34.8%
-28.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -13.5% | +5.9% | -9.2% |
| 7D | -13.4% | -13.7% | +0.3% | -15.0% |
| 30D | -39.6% | -13.6% | -26.1% | -40.4% |
| 3M | -1.4% | -28.5% | +27.1% | -11.4% |
| All | -63.2% | -34.8% | -28.4% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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