+48.7%
STLA vs CHD
+123.8%
-75.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.7% |
| 7D | +0.4% | -4.2% | +4.5% | +0.9% |
| 30D | -5.2% | -7.6% | +2.4% | -4.2% |
| 3M | -24.9% | -1.6% | -23.3% | -24.7% |
| 6M | -25.2% | -6.3% | -18.9% | -24.6% |
| YTD | -51.4% | +14.6% | -66.0% | -52.3% |
| 1Y | -40.7% | +1.6% | -42.3% | -40.9% |
| 3Y | -66.3% | +3.1% | -69.4% | -66.7% |
| 5Y | -63.2% | +21.1% | -84.3% | -64.8% |
| 10Y | +48.7% | +128.6% | -79.9% | +33.4% |
| All | +48.7% | +123.8% | -75.1% | +33.4% |
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