+4.6%
CHTR vs SFM
+108.9%
-104.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.9% | -4.2% | -7.7% |
| 7D | -15.8% | -7.2% | -8.6% | -15.0% |
| 30D | -12.7% | -14.3% | +1.7% | -11.1% |
| 3M | -1.1% | -13.7% | +12.6% | +0.4% |
| 6M | -39.9% | -6.0% | -33.9% | -39.8% |
| YTD | -35.9% | -8.2% | -27.6% | -35.7% |
| 1Y | -49.2% | -46.2% | -2.9% | -45.9% |
| 3Y | -68.3% | +83.6% | -151.9% | -70.5% |
| 5Y | -83.0% | +212.7% | -295.7% | -85.2% |
| 10Y | -49.3% | +273.0% | -322.3% | -58.3% |
| All | +4.6% | +108.9% | -104.3% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling