-49.2%
SPCH vs Q
-21.6%
-27.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.3% | +5.1% | +6.6% |
| 7D | +15.3% | +6.7% | +8.6% | +13.0% |
| 30D | +28.0% | -10.6% | +38.6% | +33.1% |
| All | -49.2% | -21.6% | -27.6% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 3y: compounded portfolio wealth divided by compounded Q 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…
3y analysis · Full analysis span regression · Available span rolling