-64.8%
SPCH vs S
+43.3%
-108.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +1.6% | +15.2% | +16.1% |
| 7D | -3.0% | -13.4% | +10.4% | +2.6% |
| 30D | -39.8% | -14.0% | -25.8% | -36.6% |
| 3M | +16.8% | +4.9% | +12.0% | +11.1% |
| All | -64.8% | +43.3% | -108.1% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 6mo: compounded portfolio wealth divided by compounded S 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…
6mo analysis · Full analysis span regression · Available span rolling