-72.6%
CHOW vs SPY
+15.6%
-88.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.9% |
| 7D | +3.9% | +2.6% | +1.3% | +2.2% |
| 30D | +583.8% | -2.0% | +585.8% | +568.6% |
| 3M | +688.2% | -2.8% | +690.9% | +652.6% |
| 6M | +610.5% | +2.1% | +608.3% | +671.3% |
| YTD | +469.1% | +11.5% | +457.6% | +516.4% |
| 1Y | -59.3% | +13.5% | -72.8% | -51.8% |
| All | -72.6% | +15.6% | -88.2% | -65.4% |
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