-63.2%
SPCH vs PL
-60.6%
-2.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.4% | -1.2% | -2.2% |
| 7D | -13.4% | -11.7% | -1.7% | -3.4% |
| 30D | -39.6% | -27.1% | -12.5% | -21.8% |
| 3M | -1.4% | -44.6% | +43.2% | +61.9% |
| All | -63.2% | -60.6% | -2.6% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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