-70.1%
STLA vs CHD
+33.4%
-103.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.5% |
| 7D | -6.4% | +0.8% | -7.1% | -6.5% |
| 30D | -1.3% | +13.5% | -14.8% | -3.2% |
| 3M | -19.9% | +8.1% | -28.1% | -20.9% |
| 6M | -42.9% | +19.9% | -62.8% | -44.5% |
| YTD | -59.4% | +34.0% | -93.4% | -61.1% |
| 1Y | -56.8% | +29.8% | -86.6% | -58.5% |
| 3Y | -73.1% | +28.7% | -101.8% | -74.6% |
| 5Y | -70.1% | +31.8% | -101.9% | -73.9% |
| All | -70.1% | +33.4% | -103.5% | -73.9% |
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