+62.3%
TEAM vs SPCH
-54.1%
+116.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.5% | -5.5% | -4.2% |
| 7D | -22.2% | +0.5% | -22.7% | -22.1% |
| 30D | -28.1% | -27.1% | -1.1% | -25.3% |
| 3M | -2.2% | -6.8% | +4.6% | -3.8% |
| All | +62.3% | -54.1% | +116.5% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling