+62.0%
SPG vs CHD
+125.6%
-63.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -2.2% | -4.7% | +2.5% | -1.5% |
| 30D | -5.8% | -8.3% | +2.6% | -4.7% |
| 3M | -2.8% | -4.0% | +1.2% | -2.3% |
| 6M | +8.9% | -6.5% | +15.4% | +9.7% |
| YTD | +14.3% | +13.1% | +1.2% | +12.4% |
| 1Y | +19.5% | +2.3% | +17.2% | +18.8% |
| 3Y | +106.9% | +1.8% | +105.1% | +105.1% |
| 5Y | +108.7% | +20.6% | +88.2% | +102.8% |
| All | +62.0% | +125.6% | -63.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CHD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling