+265.2%
SU vs CHD
+126.1%
+139.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.1% |
| 7D | +2.2% | -4.5% | +6.7% | +2.2% |
| 30D | +8.4% | -6.7% | +15.2% | +8.5% |
| 3M | +12.1% | -2.7% | +14.8% | +12.1% |
| 6M | +19.7% | -4.9% | +24.6% | +19.7% |
| YTD | +58.4% | +13.3% | +45.1% | +57.8% |
| 1Y | +67.2% | +1.0% | +66.2% | +67.0% |
| 3Y | +125.0% | +1.3% | +123.7% | +124.3% |
| 5Y | +355.1% | +20.8% | +334.2% | +344.8% |
| All | +265.2% | +126.1% | +139.1% | +228.9% |
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