+1.5%
STLA vs CHD
+196.1%
-194.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.5% | -1.2% |
| 7D | -13.8% | +3.6% | -17.4% | -14.2% |
| 30D | -10.5% | +10.4% | -20.9% | -11.8% |
| 3M | -28.9% | +12.2% | -41.0% | -30.0% |
| 6M | -49.7% | +19.9% | -69.7% | -51.0% |
| YTD | -64.9% | +36.4% | -101.3% | -66.4% |
| 1Y | -64.0% | +35.1% | -99.2% | -65.5% |
| 3Y | -77.4% | +29.2% | -106.6% | -78.4% |
| 5Y | -74.4% | +33.4% | -107.8% | -76.0% |
| All | +1.5% | +196.1% | -194.6% | -16.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling