+276.7%
SAN vs CHD
+196.6%
+80.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | +3.4% | 0.0% | +3.4% | +3.4% |
| 30D | -6.3% | +12.2% | -18.4% | -7.4% |
| 3M | -14.1% | +9.3% | -23.4% | -15.0% |
| 6M | +4.2% | +24.3% | -20.1% | +1.6% |
| YTD | +9.0% | +34.9% | -25.8% | +5.4% |
| 1Y | +18.8% | +32.7% | -13.9% | +15.0% |
| 3Y | +252.0% | +29.4% | +222.6% | +240.0% |
| 5Y | +299.5% | +31.7% | +267.8% | +281.1% |
| 10Y | +276.7% | +191.7% | +85.0% | +219.1% |
| All | +276.7% | +196.6% | +80.1% | +219.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling