-14.9%
SPCH vs SYY
-8.6%
-6.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -0.9% |
| 7D | +6.5% | +0.3% | +6.2% | +6.6% |
| 30D | -21.8% | -4.8% | -17.0% | -25.9% |
| 3M | -14.9% | -7.1% | -7.8% | -18.4% |
| All | -14.9% | -8.6% | -6.2% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3mo: compounded portfolio wealth divided by compounded SYY 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…
3mo analysis · Full analysis span regression · Available span rolling