-63.2%
SPCH vs UL
+14.3%
-77.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.8% | -5.1% |
| 7D | -13.4% | +4.7% | -18.1% | -10.2% |
| 30D | -39.6% | +11.6% | -51.2% | -36.7% |
| 3M | -1.4% | +5.3% | -6.7% | +2.9% |
| All | -63.2% | +14.3% | -77.5% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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