-63.2%
SPCH vs SPG
+5.4%
-68.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.9% | -10.5% | -4.9% |
| 7D | -13.4% | +8.2% | -21.6% | -6.9% |
| 30D | -39.6% | +13.5% | -53.1% | -32.7% |
| 3M | -1.4% | +2.2% | -3.6% | +0.6% |
| All | -63.2% | +5.4% | -68.6% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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