-61.9%
SPCH vs SPG
+8.3%
-70.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.8% |
| 7D | +3.4% | +2.7% | +0.6% | +4.4% |
| 30D | -31.3% | +16.6% | -47.8% | -22.7% |
| 3M | -4.0% | +8.1% | -12.1% | +2.6% |
| All | -61.9% | +8.3% | -70.2% | -58.4% |
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