-59.0%
SKUU vs CHD
+17.0%
-76.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +2.6% | -13.0% | +1.1% |
| 7D | -25.6% | +6.9% | -32.6% | +1.6% |
| 30D | -49.6% | +17.1% | -66.7% | +11.9% |
| 3M | -26.8% | +9.1% | -35.9% | +8.8% |
| All | -59.0% | +17.0% | -76.0% | +17.6% |
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 · Available span rolling