-43.3%
CHIQ vs SPY
+79.8%
-123.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.1% |
| 7D | -4.2% | -2.0% | -2.2% | -2.5% |
| 30D | -11.3% | -1.7% | -9.6% | -10.0% |
| 3M | -8.3% | +4.7% | -13.0% | -12.2% |
| 6M | -18.7% | +12.5% | -31.2% | -27.2% |
| YTD | -23.6% | +11.7% | -35.3% | -31.1% |
| 1Y | -28.5% | +17.5% | -46.0% | -38.3% |
| 3Y | -7.0% | +76.6% | -83.6% | -46.4% |
| 5Y | -43.3% | +82.0% | -125.3% | -67.8% |
| All | -43.3% | +79.8% | -123.0% | -67.8% |
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