-63.2%
SPCH vs RNG
+99.9%
-163.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -0.2% | -7.3% | -7.5% |
| 7D | -13.4% | -9.6% | -3.8% | -11.9% |
| 30D | -39.6% | -1.4% | -38.2% | -39.2% |
| 3M | -1.4% | +28.8% | -30.2% | -4.1% |
| All | -63.2% | +99.9% | -163.1% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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