+115.9%
SPG vs CHD
+196.6%
-80.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +16.6% | +12.2% | +4.4% | +14.7% |
| 3M | +8.1% | +9.3% | -1.2% | +6.7% |
| 6M | +19.3% | +24.3% | -4.9% | +15.8% |
| YTD | +31.1% | +34.9% | -3.8% | +25.8% |
| 1Y | +32.8% | +32.7% | +0.1% | +27.7% |
| 3Y | +135.8% | +29.4% | +106.4% | +126.7% |
| 5Y | +85.1% | +31.7% | +53.4% | +76.5% |
| 10Y | +115.9% | +191.7% | -75.7% | +69.3% |
| All | +115.9% | +196.6% | -80.6% | +69.3% |
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