-49.2%
SPCH vs P
+34.9%
-84.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.6% | +5.8% | +6.6% |
| 7D | +15.3% | +7.8% | +7.5% | +11.5% |
| 30D | +28.0% | +12.3% | +15.7% | +14.0% |
| All | -49.2% | +34.9% | -84.1% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded P 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · Available span rolling