+125.4%
CHD vs SFM
+271.4%
-146.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -4.5% | -10.6% | +6.1% | -3.3% |
| 30D | -6.7% | -15.5% | +8.7% | -5.0% |
| 3M | -2.7% | -17.4% | +14.7% | -0.9% |
| 6M | -4.9% | -3.4% | -1.5% | -5.1% |
| YTD | +13.3% | -8.7% | +22.0% | +13.7% |
| 1Y | +1.0% | -47.2% | +48.2% | +7.3% |
| 3Y | +1.3% | +82.7% | -81.4% | -11.0% |
| 5Y | +20.8% | +214.3% | -193.5% | -3.9% |
| All | +125.4% | +271.4% | -146.0% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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