+75.1%
SAP vs CHD
+30.6%
+44.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.8% |
| 7D | -0.7% | +2.0% | -2.6% | -1.0% |
| 30D | +11.1% | +13.0% | -1.9% | +9.0% |
| 3M | +17.0% | +6.1% | +10.9% | +15.8% |
| 6M | +34.8% | +15.9% | +19.0% | +32.2% |
| YTD | -2.2% | +31.6% | -33.8% | -5.6% |
| 1Y | -6.4% | +28.5% | -34.9% | -9.4% |
| 3Y | +75.1% | +30.5% | +44.7% | +72.2% |
| All | +75.1% | +30.6% | +44.6% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling