+31.2%
CHD vs SFM
+116.0%
-84.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +3.4% | +6.0% | -2.7% | +2.8% |
| 30D | +10.1% | -19.5% | +29.6% | +11.7% |
| 3M | +11.9% | -37.0% | +48.9% | +15.8% |
| 6M | +19.6% | -41.0% | +60.6% | +24.3% |
| YTD | +36.0% | -34.6% | +70.7% | +39.7% |
| 1Y | +34.8% | -36.3% | +71.0% | +38.7% |
| 3Y | +28.8% | +24.5% | +4.3% | +15.4% |
| All | +31.2% | +116.0% | -84.8% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling