-53.1%
SPCH vs SU
+16.2%
-69.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.7% | -9.3% | -6.2% |
| 7D | +8.8% | +1.6% | +7.2% | +10.4% |
| 30D | +9.1% | +10.7% | -1.6% | +20.5% |
| All | -53.1% | +16.2% | -69.3% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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