-64.8%
SPCH vs STT
-2.1%
-62.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +0.2% | +16.6% | +16.7% |
| 7D | -3.0% | -2.5% | -0.6% | 0.0% |
| 30D | -39.8% | -5.0% | -34.9% | -37.4% |
| 3M | +16.8% | -10.5% | +27.3% | +23.6% |
| All | -64.8% | -2.1% | -62.6% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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