-64.8%
SPCH vs URA
-31.9%
-32.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +4.4% | +12.4% | +10.0% |
| 7D | -3.0% | -4.1% | +1.1% | +4.4% |
| 30D | -39.8% | -19.0% | -20.8% | -17.3% |
| 3M | +16.8% | -25.1% | +42.0% | +71.9% |
| All | -64.8% | -31.9% | -32.8% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · Available span rolling