+559.2%
SPYG vs CHD
+4,170.3%
-3,611.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | 0.0% |
| 7D | +0.3% | -4.2% | +4.5% | +1.5% |
| 30D | -1.7% | -7.6% | +5.9% | +0.4% |
| 3M | +3.6% | -1.6% | +5.2% | +3.8% |
| 6M | +16.6% | -6.3% | +22.9% | +18.1% |
| YTD | +13.4% | +14.6% | -1.2% | +8.1% |
| 1Y | +19.6% | +1.6% | +18.0% | +17.7% |
| 3Y | +99.8% | +3.1% | +96.6% | +92.3% |
| 5Y | +85.0% | +21.1% | +63.9% | +67.0% |
| 10Y | +422.1% | +128.6% | +293.5% | +276.6% |
| All | +559.2% | +4,170.3% | -3,611.1% | +161.3% |
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 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