-99.5%
SPXS vs CHD
+126.1%
-225.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.3% |
| 7D | +2.5% | -4.5% | +7.0% | -0.7% |
| 30D | +4.2% | -6.7% | +10.9% | -0.6% |
| 3M | -9.3% | -2.7% | -6.6% | -10.9% |
| 6M | -30.7% | -4.9% | -25.8% | -32.9% |
| YTD | -28.1% | +13.3% | -41.4% | -20.6% |
| 1Y | -35.1% | +1.0% | -36.1% | -34.6% |
| 3Y | -79.6% | +1.3% | -80.9% | -79.0% |
| 5Y | -86.3% | +20.8% | -107.1% | -81.7% |
| All | -99.5% | +126.1% | -225.6% | -98.8% |
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