-64.8%
SPCH vs Z
-9.4%
-55.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -2.4% | +19.3% | +16.6% |
| 7D | -3.0% | -4.6% | +1.5% | -2.0% |
| 30D | -39.8% | +8.3% | -48.1% | -39.2% |
| 3M | +16.8% | -11.6% | +28.4% | +18.3% |
| All | -64.8% | -9.4% | -55.4% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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