+448.1%
SN vs CHD
+19.3%
+428.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | +7.6% | +2.4% | +5.2% | +7.1% |
| 30D | +22.4% | +13.9% | +8.5% | +20.0% |
| 3M | +21.7% | +8.5% | +13.1% | +20.0% |
| 6M | +102.8% | +20.4% | +82.5% | +97.5% |
| YTD | +102.4% | +34.5% | +67.9% | +94.7% |
| 1Y | +139.0% | +33.8% | +105.2% | +129.9% |
| 3Y | +440.4% | +29.1% | +411.3% | +398.5% |
| All | +448.1% | +19.3% | +428.7% | +452.2% |
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 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