+3,636.0%
CHD vs SBAC
+2,208.1%
+1,427.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | 0.0% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | -4.6% | +6.9% | -11.5% | -5.0% |
| 3M | +5.0% | -8.2% | +13.3% | +5.5% |
| 6M | -3.2% | -1.6% | -1.6% | -3.3% |
| YTD | +18.6% | -0.1% | +18.8% | +18.4% |
| 1Y | +4.8% | -0.5% | +5.3% | +4.6% |
| 3Y | +6.1% | -9.1% | +15.2% | +6.1% |
| 5Y | +24.0% | -43.8% | +67.8% | +26.6% |
| 10Y | +124.5% | +80.5% | +43.9% | +118.3% |
| All | +3,636.0% | +2,208.1% | +1,427.8% | +3,455.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling