+455.3%
SN vs CHD
+18.8%
+436.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.6% |
| 7D | +7.6% | +0.8% | +6.9% | +7.5% |
| 30D | +24.1% | +13.5% | +10.6% | +21.7% |
| 3M | +23.7% | +8.1% | +15.6% | +22.1% |
| 6M | +105.5% | +19.9% | +85.6% | +100.2% |
| YTD | +105.1% | +34.0% | +71.1% | +97.4% |
| 1Y | +148.3% | +29.8% | +118.5% | +139.5% |
| 3Y | +438.7% | +28.7% | +410.0% | +397.1% |
| All | +455.3% | +18.8% | +436.5% | +460.0% |
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