-81.6%
CHTR vs SFM
+213.6%
-295.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | -4.1% | -10.6% | +6.5% | -2.4% |
| 30D | -3.0% | -15.5% | +12.5% | -0.5% |
| 3M | +4.8% | -17.4% | +22.2% | +7.5% |
| 6M | -35.0% | -3.4% | -31.6% | -35.3% |
| YTD | -30.2% | -8.7% | -21.5% | -29.9% |
| 1Y | -44.8% | -47.2% | +2.4% | -39.8% |
| 3Y | -66.6% | +82.7% | -149.3% | -69.1% |
| All | -81.6% | +213.6% | -295.2% | -83.9% |
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