+21.1%
CHD vs SFM
+217.9%
-196.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -1.1% |
| 7D | -4.2% | -7.2% | +3.0% | -3.5% |
| 30D | -7.6% | -14.3% | +6.8% | -6.4% |
| 3M | -1.6% | -13.7% | +12.1% | -0.5% |
| 6M | -6.3% | -6.0% | -0.3% | -6.1% |
| YTD | +14.6% | -8.2% | +22.8% | +14.8% |
| 1Y | +1.6% | -46.2% | +47.8% | +6.5% |
| 3Y | +3.1% | +83.6% | -80.4% | -10.2% |
| 5Y | +21.1% | +212.7% | -191.6% | -3.7% |
| All | +21.1% | +217.9% | -196.8% | -3.7% |
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