-14.4%
SMR vs CHD
+1.7%
-16.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.2% | -15.9% | -15.6% |
| 7D | -11.2% | -4.5% | -6.8% | -12.6% |
| 30D | -10.2% | -6.7% | -3.5% | -12.2% |
| 3M | -10.0% | -2.7% | -7.3% | -10.3% |
| 6M | -30.5% | -4.9% | -25.5% | -30.9% |
| YTD | -39.2% | +13.3% | -52.6% | -36.3% |
| 1Y | -75.5% | +1.0% | -76.5% | -75.0% |
| 3Y | +45.4% | +1.3% | +44.1% | +50.9% |
| All | -14.4% | +1.7% | -16.1% | -11.8% |
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