+0.8%
STLA vs CHD
+196.6%
-195.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.8% | -3.6% |
| 7D | -11.6% | 0.0% | -11.6% | -11.6% |
| 30D | -6.2% | +12.2% | -18.3% | -7.7% |
| 3M | -24.6% | +9.3% | -33.9% | -25.5% |
| 6M | -44.9% | +24.3% | -69.2% | -46.6% |
| YTD | -62.3% | +34.9% | -97.1% | -63.8% |
| 1Y | -61.8% | +32.7% | -94.5% | -63.3% |
| 3Y | -75.3% | +29.4% | -104.8% | -76.4% |
| 5Y | -72.5% | +31.7% | -104.2% | -74.1% |
| 10Y | +0.8% | +191.7% | -190.9% | -15.9% |
| All | +0.8% | +196.6% | -195.8% | -15.9% |
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