+828.4%
SPYM vs CHD
+1,416.8%
-588.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +0.1% | -2.7% | +2.8% | +1.0% |
| 30D | +0.1% | -4.6% | +4.7% | +1.5% |
| 3M | +2.0% | +5.0% | -3.0% | +0.1% |
| 6M | +13.1% | -3.2% | +16.3% | +13.7% |
| YTD | +13.6% | +18.6% | -5.0% | +6.6% |
| 1Y | +20.1% | +4.8% | +15.2% | +16.9% |
| 3Y | +77.6% | +6.1% | +71.4% | +69.1% |
| 5Y | +82.5% | +24.0% | +58.6% | +61.5% |
| 10Y | +317.6% | +124.5% | +193.1% | +184.1% |
| All | +828.4% | +1,416.8% | -588.4% | +229.6% |
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