-60.5%
SPCH vs RBA
-11.2%
-49.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.4% | +9.6% | +10.5% |
| 7D | +6.2% | +2.5% | +3.7% | +4.5% |
| 30D | -28.1% | +11.6% | -39.7% | -33.4% |
| 3M | -0.5% | +1.5% | -2.0% | +3.8% |
| All | -60.5% | -11.2% | -49.4% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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