-40.7%
STLA vs CHD
+2.2%
-42.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.5% |
| 7D | +0.4% | -4.2% | +4.5% | +1.4% |
| 30D | -5.2% | -7.6% | +2.4% | -3.5% |
| 3M | -24.9% | -1.6% | -23.3% | -24.5% |
| 6M | -25.2% | -6.3% | -18.9% | -24.3% |
| YTD | -51.4% | +14.6% | -66.0% | -52.6% |
| 1Y | -40.7% | +1.6% | -42.3% | -35.3% |
| All | -40.7% | +2.2% | -42.9% | -35.3% |
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