-43.0%
SPCH vs SN
+21.5%
-64.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +2.7% | +14.1% | +15.8% |
| 7D | -3.0% | +7.2% | -10.2% | -3.0% |
| 30D | -39.8% | +20.4% | -60.2% | -39.7% |
| All | -43.0% | +21.5% | -64.5% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1mo: compounded portfolio wealth divided by compounded SN 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…
1mo analysis · Full analysis span regression · Available span rolling