+154.8%
SO vs CHD
+125.6%
+29.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.1% |
| 7D | -1.1% | -4.7% | +3.6% | +0.8% |
| 30D | -3.7% | -8.3% | +4.6% | -0.3% |
| 3M | -5.9% | -4.0% | -1.9% | -4.5% |
| 6M | -7.3% | -6.5% | -0.8% | -5.1% |
| YTD | +3.1% | +13.1% | -10.0% | -2.9% |
| 1Y | -1.0% | +2.3% | -3.3% | -3.0% |
| 3Y | +43.2% | +1.8% | +41.5% | +39.0% |
| 5Y | +59.1% | +20.6% | +38.5% | +39.8% |
| All | +154.8% | +125.6% | +29.2% | +76.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling