+51.9%
CHIQ vs SPY
+322.5%
-270.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -4.9% | -0.8% | -4.1% | -4.2% |
| 30D | -9.6% | -1.1% | -8.5% | -8.8% |
| 3M | -7.0% | +3.9% | -10.9% | -10.2% |
| 6M | -18.0% | +13.6% | -31.6% | -26.8% |
| YTD | -23.1% | +12.7% | -35.7% | -30.8% |
| 1Y | -29.4% | +17.5% | -46.9% | -38.7% |
| 3Y | -8.7% | +76.9% | -85.6% | -45.2% |
| 5Y | -42.9% | +83.6% | -126.5% | -66.7% |
| All | +51.9% | +322.5% | -270.6% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling