-69.8%
SPCH vs RF
-2.7%
-67.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -2.1% | -15.9% | -17.2% |
| 7D | -27.7% | -1.6% | -26.0% | -27.0% |
| 30D | -51.2% | +5.0% | -56.2% | -51.5% |
| 3M | +11.3% | -10.0% | +21.3% | +18.5% |
| All | -69.8% | -2.7% | -67.1% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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