-100.0%
SPXS vs CHD
+744.3%
-844.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.7% | -0.4% |
| 7D | -1.5% | -2.9% | +1.4% | -4.5% |
| 30D | +3.7% | -6.2% | +9.9% | -2.8% |
| 3M | -9.6% | +1.6% | -11.1% | -8.3% |
| 6M | -32.4% | -3.5% | -28.9% | -34.8% |
| YTD | -28.7% | +16.2% | -44.9% | -16.3% |
| 1Y | -38.1% | +3.4% | -41.5% | -36.4% |
| 3Y | -80.1% | +4.6% | -84.7% | -79.1% |
| 5Y | -85.9% | +21.1% | -107.0% | -80.4% |
| 10Y | -99.5% | +126.5% | -226.1% | -97.9% |
| All | -100.0% | +744.3% | -844.3% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling