+318.0%
SPYM vs CHD
+126.1%
+191.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.8% | -4.5% | +3.7% | +0.3% |
| 30D | -1.1% | -6.7% | +5.6% | +0.5% |
| 3M | +3.9% | -2.7% | +6.6% | +4.4% |
| 6M | +13.6% | -4.9% | +18.6% | +14.6% |
| YTD | +12.7% | +13.3% | -0.6% | +8.5% |
| 1Y | +17.6% | +1.0% | +16.6% | +16.4% |
| 3Y | +77.2% | +1.3% | +75.9% | +72.6% |
| 5Y | +84.1% | +20.8% | +63.3% | +66.8% |
| All | +318.0% | +126.1% | +191.9% | +224.9% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling