+319.5%
SN vs CHD
+5.2%
+314.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -9.3% | -2.7% | -6.7% | -9.0% |
| 30D | -4.8% | -4.6% | -0.2% | -4.2% |
| 3M | +40.4% | +5.0% | +35.4% | +39.7% |
| 6M | +50.9% | -3.2% | +54.2% | +51.0% |
| YTD | +54.9% | +18.6% | +36.3% | +52.0% |
| 1Y | +43.0% | +4.8% | +38.2% | +42.5% |
| 3Y | +391.8% | +6.1% | +385.7% | +417.0% |
| All | +319.5% | +5.2% | +314.3% | +331.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling