+192.4%
CHD vs SBAC
+114.8%
+77.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.1% |
| 7D | +3.6% | +0.6% | +3.0% | +3.5% |
| 30D | +10.4% | +5.5% | +4.9% | +8.9% |
| 3M | +12.2% | +3.1% | +9.1% | +11.1% |
| 6M | +19.9% | -7.0% | +26.9% | +21.4% |
| YTD | +36.4% | +0.5% | +35.9% | +34.4% |
| 1Y | +35.1% | +0.2% | +34.9% | +33.2% |
| 3Y | +29.2% | -7.4% | +36.5% | +27.9% |
| 5Y | +33.4% | -39.7% | +73.1% | +46.9% |
| All | +192.4% | +114.8% | +77.6% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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