+46.9%
SN vs CHD
+2.2%
+44.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -3.4% | -4.2% | +0.8% | -2.7% |
| 30D | -9.1% | -7.6% | -1.5% | -7.9% |
| 3M | +31.8% | -1.6% | +33.4% | +32.4% |
| 6M | +52.0% | -6.3% | +58.3% | +51.6% |
| YTD | +51.3% | +14.6% | +36.7% | +51.1% |
| 1Y | +46.9% | +1.6% | +45.3% | +47.8% |
| All | +46.9% | +2.2% | +44.7% | +47.8% |
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 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