+30.9%
CHIQ vs SPY
+830.3%
-799.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -0.9% | +0.5% | -1.5% | -1.5% |
| 30D | -8.0% | -0.9% | -7.0% | -7.2% |
| 3M | -4.8% | +3.9% | -8.7% | -8.5% |
| 6M | -13.1% | +14.5% | -27.6% | -23.9% |
| YTD | -20.2% | +12.9% | -33.1% | -29.2% |
| 1Y | -25.8% | +19.4% | -45.1% | -37.5% |
| 3Y | -3.0% | +78.5% | -81.4% | -45.3% |
| 5Y | -41.5% | +81.8% | -123.3% | -67.6% |
| 10Y | +54.9% | +311.5% | -256.6% | -63.9% |
| All | +30.9% | +830.3% | -799.4% | -87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling