+439.5%
SN vs CHD
+16.7%
+422.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.8% | +4.5% | +3.0% |
| 7D | +7.2% | +2.0% | +5.2% | +6.9% |
| 30D | +20.4% | +13.0% | +7.4% | +18.2% |
| 3M | +23.9% | +6.1% | +17.8% | +22.6% |
| 6M | +93.0% | +15.9% | +77.2% | +89.0% |
| YTD | +99.2% | +31.6% | +67.6% | +92.3% |
| 1Y | +142.6% | +28.5% | +114.1% | +134.5% |
| 3Y | +398.8% | +30.5% | +368.3% | +356.3% |
| All | +439.5% | +16.7% | +422.7% | +445.6% |
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