-69.8%
SPCH vs VT
-4.1%
-65.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -4.1% | -14.0% | +0.5% |
| 7D | -27.7% | -4.2% | -23.5% | -10.5% |
| 30D | -51.2% | -5.8% | -45.4% | -33.4% |
| 3M | +11.3% | -5.2% | +16.6% | +50.1% |
| All | -69.8% | -4.1% | -65.8% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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