-63.2%
SPCH vs SGI
-6.6%
-56.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.8% | -14.4% | -9.6% |
| 7D | -13.4% | +12.1% | -25.5% | -17.1% |
| 30D | -39.6% | +12.1% | -51.7% | -43.1% |
| 3M | -1.4% | +0.4% | -1.8% | +2.9% |
| All | -63.2% | -6.6% | -56.6% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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