-63.2%
SPCH vs RRC
+38.9%
-102.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.5% | -4.0% | -8.3% |
| 7D | -13.4% | -6.8% | -6.6% | -14.7% |
| 30D | -39.6% | +34.7% | -74.4% | -32.4% |
| 3M | -1.4% | +31.5% | -32.9% | +5.3% |
| All | -63.2% | +38.9% | -102.1% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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