-71.0%
SMR vs CHD
+2.1%
-73.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.2% | -6.4% |
| 7D | +4.7% | -4.7% | +9.4% | +1.5% |
| 30D | +3.2% | -8.3% | +11.6% | -2.4% |
| 3M | +9.9% | -4.0% | +13.9% | +8.3% |
| 6M | -15.1% | -6.5% | -8.6% | -17.6% |
| YTD | -27.9% | +13.1% | -41.0% | -19.4% |
| All | -71.0% | +2.1% | -73.1% | -74.0% |
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 · 6 months rolling