-64.8%
SPCH vs RBA
-13.3%
-51.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -1.3% | +18.2% | +17.6% |
| 7D | -3.0% | +4.3% | -7.3% | -5.8% |
| 30D | -39.8% | +16.3% | -56.1% | -46.9% |
| 3M | +16.8% | +1.3% | +15.5% | +20.3% |
| All | -64.8% | -13.3% | -51.5% | -52.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling