+222.9%
SAP vs CHD
+181.4%
+41.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.2% |
| 7D | +1.6% | +0.8% | +0.8% | +1.5% |
| 30D | +10.5% | +13.5% | -2.9% | +7.1% |
| 3M | +15.2% | +8.1% | +7.0% | +12.8% |
| 6M | +36.7% | +19.9% | +16.8% | +30.7% |
| YTD | -0.6% | +34.0% | -34.6% | -7.9% |
| 1Y | -4.1% | +29.8% | -33.9% | -10.5% |
| 3Y | +73.2% | +28.7% | +44.5% | +59.7% |
| 5Y | +74.1% | +31.8% | +42.3% | +56.7% |
| 10Y | +222.9% | +178.2% | +44.8% | +139.9% |
| All | +222.9% | +181.4% | +41.5% | +139.9% |
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