+168.2%
CHAT vs SPY
+85.1%
+83.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +2.9% |
| 7D | -10.3% | -2.7% | -7.6% | -5.5% |
| 30D | -28.7% | -5.4% | -23.3% | -20.7% |
| 3M | -23.2% | -4.1% | -19.1% | -16.4% |
| 6M | -21.3% | +0.7% | -22.0% | -20.0% |
| YTD | +14.6% | +8.7% | +5.9% | +3.7% |
| 1Y | +10.4% | +10.9% | -0.5% | -3.0% |
| 3Y | +149.6% | +75.0% | +74.6% | +6.9% |
| All | +168.2% | +85.1% | +83.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling