-96.4%
CHOW vs SPY
+16.8%
-113.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +3.3% |
| 7D | -6.4% | -0.8% | -5.7% | -7.4% |
| 30D | -10.0% | -1.1% | -8.9% | -12.0% |
| 3M | -16.0% | +3.9% | -19.9% | -10.8% |
| 6M | -12.6% | +13.6% | -26.2% | -2.4% |
| YTD | -26.0% | +12.7% | -38.7% | -19.0% |
| All | -96.4% | +16.8% | -113.3% | -95.5% |
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 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