-60.5%
SPCH vs P
+37.1%
-97.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.3% | +5.7% | +7.8% |
| 7D | +6.2% | -9.6% | +15.8% | +14.0% |
| 30D | -28.1% | -33.4% | +5.3% | -9.7% |
| 3M | -0.5% | +14.2% | -14.7% | -8.3% |
| All | -60.5% | +37.1% | -97.7% | -66.6% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling