-63.2%
SPCH vs ROIV
+26.7%
-89.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.1% | -13.6% | -12.1% |
| 7D | -13.4% | +3.0% | -16.4% | -15.5% |
| 30D | -39.6% | +6.8% | -46.5% | -43.2% |
| 3M | -1.4% | +10.5% | -11.9% | -15.2% |
| All | -63.2% | +26.7% | -89.9% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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