-38.8%
STLA vs CHD
+7.1%
-45.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.6% | -2.7% | +5.3% | +3.2% |
| 30D | -1.2% | -4.6% | +3.4% | -0.2% |
| 3M | -24.8% | +5.0% | -29.8% | -25.7% |
| 6M | -25.6% | -3.2% | -22.4% | -25.2% |
| YTD | -48.9% | +18.6% | -67.6% | -50.6% |
| 1Y | -38.8% | +4.8% | -43.6% | -33.2% |
| All | -38.8% | +7.1% | -45.8% | -33.2% |
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