+194.9%
SO vs CHD
+180.1%
+14.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -0.1% | +2.4% | -2.5% | -1.1% |
| 30D | +8.7% | +13.9% | -5.2% | +2.9% |
| 3M | +3.4% | +8.5% | -5.1% | -0.3% |
| 6M | +3.7% | +20.4% | -16.7% | -4.5% |
| YTD | +10.0% | +34.5% | -24.5% | -3.7% |
| 1Y | +6.6% | +33.8% | -27.2% | -6.6% |
| 3Y | +52.5% | +29.1% | +23.4% | +33.8% |
| 5Y | +76.1% | +31.2% | +44.8% | +49.9% |
| 10Y | +194.9% | +193.1% | +1.7% | +85.2% |
| All | +194.9% | +180.1% | +14.8% | +85.2% |
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 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