+323.8%
SN vs CHD
+3.1%
+320.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.3% |
| 7D | +0.1% | -2.9% | +3.0% | +0.5% |
| 30D | -5.6% | -6.2% | +0.6% | -4.8% |
| 3M | +48.1% | +1.6% | +46.5% | +47.9% |
| 6M | +57.6% | -3.5% | +61.2% | +58.0% |
| YTD | +56.5% | +16.2% | +40.3% | +54.0% |
| 1Y | +52.6% | +3.4% | +49.2% | +52.3% |
| 3Y | +412.0% | +4.6% | +407.4% | +425.4% |
| All | +323.8% | +3.1% | +320.7% | +336.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling