+156.5%
SO vs CHD
+128.6%
+27.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.2% |
| 7D | 0.0% | -4.2% | +4.2% | +1.8% |
| 30D | -2.5% | -7.6% | +5.1% | +0.6% |
| 3M | -4.2% | -1.6% | -2.6% | -3.8% |
| 6M | -7.7% | -6.3% | -1.3% | -5.5% |
| YTD | +3.8% | +14.6% | -10.8% | -2.7% |
| 1Y | +0.1% | +1.6% | -1.5% | -1.6% |
| 3Y | +44.2% | +3.1% | +41.1% | +39.2% |
| 5Y | +57.9% | +21.1% | +36.8% | +38.6% |
| All | +156.5% | +128.6% | +27.9% | +76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling