-29.4%
CHIQ vs SPY
+18.1%
-47.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | 0.0% |
| 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% | -10.3% |
| 6M | -18.0% | +13.6% | -31.6% | -28.4% |
| YTD | -23.1% | +12.7% | -35.7% | -32.4% |
| 1Y | -29.4% | +17.5% | -46.9% | -40.5% |
| All | -29.4% | +18.1% | -47.5% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling