+19.9%
CHD vs SFM
-40.5%
+60.4%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.3% |
| 7D | +3.6% | +6.0% | -2.4% | +3.0% |
| 30D | +10.4% | -19.5% | +29.9% | +12.1% |
| 3M | +12.2% | -37.0% | +49.2% | +17.2% |
| 6M | +19.9% | -41.0% | +60.9% | +26.7% |
| All | +19.9% | -40.5% | +60.4% | +26.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling