+61.9%
SPG vs CHD
+128.6%
-66.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | -1.7% | -4.2% | +2.5% | -1.1% |
| 30D | -6.3% | -7.6% | +1.3% | -5.3% |
| 3M | -2.4% | -1.6% | -0.8% | -2.3% |
| 6M | +9.6% | -6.3% | +15.9% | +10.5% |
| YTD | +14.2% | +14.6% | -0.4% | +12.1% |
| 1Y | +19.3% | +1.6% | +17.7% | +18.7% |
| 3Y | +106.7% | +3.1% | +103.6% | +104.6% |
| 5Y | +104.2% | +21.1% | +83.1% | +98.1% |
| All | +61.9% | +128.6% | -66.8% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling