-63.2%
SPCH vs ROL
-18.0%
-45.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.8% | -10.3% | -6.2% |
| 7D | -13.4% | +14.6% | -28.0% | -7.0% |
| 30D | -39.6% | +29.3% | -68.9% | -32.2% |
| 3M | -1.4% | +2.0% | -3.4% | +7.0% |
| All | -63.2% | -18.0% | -45.1% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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