+1,710.6%
SAN vs CHD
+11,601.1%
-9,890.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.7% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -9.4% | +11.6% | -21.0% | -12.0% |
| 3M | -17.1% | +10.7% | -27.8% | -19.4% |
| 6M | +2.2% | +20.2% | -18.1% | -3.0% |
| YTD | +6.0% | +34.5% | -28.5% | -2.5% |
| 1Y | +12.7% | +32.6% | -19.8% | +4.0% |
| 3Y | +242.1% | +29.1% | +213.1% | +213.7% |
| 5Y | +293.6% | +31.5% | +262.1% | +254.0% |
| 10Y | +266.1% | +190.9% | +75.2% | +149.8% |
| All | +1,710.6% | +11,601.1% | -9,890.6% | +506.4% |
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 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