-47.0%
STM vs SPCH
-59.6%
+12.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +16.8% | -12.4% | +1.9% |
| 7D | -10.7% | -3.0% | -7.7% | -10.4% |
| 30D | -25.7% | -39.8% | +14.1% | -21.7% |
| 3M | -21.6% | +16.8% | -38.4% | -21.5% |
| All | -47.0% | -59.6% | +12.6% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling