SACI vs SPI — Index Comparison

SACI (Schweizer Aktien COVA Index) SPI TR (Swiss Performance Index Total Return)

Y-axis: Rebased to 100 at period start

	Total Return	Difference	Annual Eq.
SACI	—	—	—
SPI TR	—	—	—

Excess return (ann.)—

Beta—

Alpha (Jensen, ann.)—

Correlation—

R-squared—

Information ratio—

Tracking error (ann.)—

Treynor ratio—

	Vol. (ann.)	Max DD	Sharpe	Best Day	Worst Day
SACI	—	—	—	—	—
SPI TR	—	—	—	—	—

Period—

Trading days—

SACI — start—

SACI — end—

SPI TR — start—

SPI TR — end—

% positive days (SACI)—

% positive days (SPI)—