+48.8%
SAN vs CHD
+0.8%
+48.0%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -2.8% | -4.7% | +1.9% | -2.5% |
| 30D | -0.5% | -8.3% | +7.8% | 0.0% |
| 3M | +22.7% | -4.0% | +26.8% | +23.1% |
| 6M | +28.8% | -6.5% | +35.3% | +28.0% |
| YTD | +26.3% | +13.1% | +13.2% | +27.7% |
| 1Y | +48.8% | +2.3% | +46.5% | +50.4% |
| All | +48.8% | +0.8% | +48.0% | +50.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling