-80.2%
SPXS vs CHD
+31.2%
-111.4%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.4% |
| 7D | -7.5% | +3.6% | -11.2% | -7.4% |
| 30D | +5.3% | +10.4% | -5.1% | +5.7% |
| 3M | +9.7% | +12.2% | -2.5% | +10.2% |
| 6M | -4.6% | +19.9% | -24.5% | -3.8% |
| YTD | -25.8% | +36.4% | -62.2% | -24.4% |
| 1Y | -28.8% | +35.1% | -63.9% | -27.5% |
| 3Y | -80.2% | +29.2% | -109.4% | -79.5% |
| All | -80.2% | +31.2% | -111.4% | -79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling