-52.6%
STLA vs CHD
+30.9%
-83.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.6% | +1.2% | +3.0% |
| 7D | -0.6% | +6.9% | -7.6% | -2.4% |
| 30D | +3.6% | +17.1% | -13.5% | -0.4% |
| 3M | -20.6% | +9.1% | -29.7% | -22.4% |
| 6M | -34.3% | +21.4% | -55.7% | -37.2% |
| YTD | -57.3% | +34.9% | -92.2% | -59.4% |
| 1Y | -52.6% | +31.0% | -83.7% | -53.8% |
| All | -52.6% | +30.9% | -83.6% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling