-27.4%
SPCX vs SPCH
-56.4%
+29.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.9% | +2.6% | +0.2% |
| 7D | +2.8% | +3.4% | -0.6% | +0.1% |
| 30D | -14.5% | -31.3% | +16.8% | +1.0% |
| 3M | +4.8% | -4.0% | +8.8% | +2.0% |
| All | -27.4% | -56.4% | +29.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPCH.
Daily Out/Under-Performance
Portfolio return minus SPCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPCH 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 SPCH 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