-49.2%
SPCH vs XE
-3.5%
-45.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +8.1% | -0.7% | +3.3% |
| 7D | +15.3% | +4.0% | +11.3% | +13.0% |
| 30D | +28.0% | -15.5% | +43.5% | +37.5% |
| All | -49.2% | -3.5% | -45.8% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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