-63.2%
SPCH vs REPL
+134.8%
-198.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.2% | -7.8% | -7.6% |
| 7D | -13.4% | +28.8% | -42.2% | -12.0% |
| 30D | -39.6% | +57.3% | -97.0% | -37.8% |
| 3M | -1.4% | +73.6% | -75.0% | +2.3% |
| All | -63.2% | +134.8% | -198.0% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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