-100.0%
SPXS vs CHD
+891.0%
-991.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +2.7% |
| 7D | -7.5% | +3.6% | -11.2% | -4.0% |
| 30D | +5.3% | +10.4% | -5.1% | +16.5% |
| 3M | +9.7% | +12.2% | -2.5% | +23.5% |
| 6M | -4.6% | +19.9% | -24.5% | +14.6% |
| YTD | -25.8% | +36.4% | -62.2% | +2.6% |
| 1Y | -28.8% | +35.1% | -63.9% | -2.6% |
| 3Y | -80.2% | +29.2% | -109.4% | -73.8% |
| 5Y | -83.2% | +33.4% | -116.6% | -74.7% |
| 10Y | -99.5% | +195.0% | -294.5% | -97.0% |
| All | -100.0% | +891.0% | -991.0% | -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