-69.8%
SPCH vs VCIT
-2.1%
-67.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +0.2% | -18.3% | -18.4% |
| 7D | -27.7% | +0.5% | -28.1% | -28.4% |
| 30D | -51.2% | +2.1% | -53.3% | -56.1% |
| 3M | +11.3% | -1.6% | +12.9% | +38.0% |
| All | -69.8% | -2.1% | -67.7% | -59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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