-63.2%
SPCH vs ROST
+2.6%
-65.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.1% | -13.7% | -1.5% |
| 7D | -13.4% | +7.8% | -21.2% | -6.3% |
| 30D | -39.6% | +8.6% | -48.2% | -34.1% |
| 3M | -1.4% | -1.9% | +0.5% | -5.9% |
| All | -63.2% | +2.6% | -65.7% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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