+336.9%
SAN vs CHD
+123.8%
+213.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -0.5% | -4.2% | +3.7% | 0.0% |
| 30D | -0.1% | -7.6% | +7.5% | +0.8% |
| 3M | +19.6% | -1.6% | +21.2% | +19.7% |
| 6M | +32.7% | -6.3% | +39.0% | +33.4% |
| YTD | +26.7% | +14.6% | +12.1% | +24.7% |
| 1Y | +51.6% | +1.6% | +50.0% | +51.1% |
| 3Y | +348.7% | +3.1% | +345.6% | +344.5% |
| 5Y | +378.7% | +21.1% | +357.7% | +360.7% |
| 10Y | +336.9% | +128.6% | +208.3% | +274.5% |
| All | +336.9% | +123.8% | +213.1% | +274.5% |
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