-63.2%
SPCH vs SW
+2.1%
-65.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.6% | -6.9% |
| 7D | -13.4% | +12.1% | -25.5% | -11.9% |
| 30D | -39.6% | +6.6% | -46.2% | -38.7% |
| 3M | -1.4% | -6.0% | +4.6% | -2.8% |
| All | -63.2% | +2.1% | -65.2% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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