-64.8%
SPCH vs ROIV
+28.9%
-93.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +6.2% | +10.7% | +11.3% |
| 7D | -3.0% | +5.3% | -8.4% | -6.7% |
| 30D | -39.8% | +11.9% | -51.7% | -45.1% |
| 3M | +16.8% | +10.7% | +6.1% | +1.8% |
| All | -64.8% | +28.9% | -93.6% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling