+58.7%
SO vs CHD
+21.8%
+36.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.7% |
| 7D | +1.0% | -2.9% | +3.9% | +2.0% |
| 30D | -3.2% | -6.2% | +3.0% | -1.2% |
| 3M | -1.7% | +1.6% | -3.3% | -2.4% |
| 6M | -7.2% | -3.5% | -3.7% | -6.4% |
| YTD | +4.6% | +16.2% | -11.7% | -1.3% |
| 1Y | +1.2% | +3.4% | -2.2% | -0.5% |
| 3Y | +45.3% | +4.6% | +40.7% | +41.4% |
| 5Y | +58.7% | +21.1% | +37.6% | +39.4% |
| All | +58.7% | +21.8% | +36.9% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling