-69.8%
SPCH vs PL
-64.6%
-5.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -10.1% | -8.0% | -9.0% |
| 7D | -27.7% | -20.5% | -7.1% | -10.4% |
| 30D | -51.2% | -38.8% | -12.4% | -25.7% |
| 3M | +11.3% | -49.1% | +60.4% | +98.5% |
| All | -69.8% | -64.6% | -5.3% | -35.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling