-62.1%
STLA vs CHD
+21.8%
-83.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.0% | -2.8% |
| 7D | +0.7% | -2.9% | +3.7% | +1.2% |
| 30D | -2.4% | -6.2% | +3.8% | -1.5% |
| 3M | -23.9% | +1.6% | -25.4% | -24.1% |
| 6M | -24.6% | -3.5% | -21.1% | -24.3% |
| YTD | -50.5% | +16.2% | -66.7% | -51.4% |
| 1Y | -39.8% | +3.4% | -43.2% | -40.2% |
| 3Y | -65.6% | +4.6% | -70.2% | -66.3% |
| 5Y | -62.1% | +21.1% | -83.2% | -62.9% |
| All | -62.1% | +21.8% | -83.9% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling