+782.2%
STLD vs CHD
+181.4%
+600.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.9% |
| 7D | -9.7% | +0.8% | -10.4% | -9.8% |
| 30D | -4.5% | +13.5% | -18.0% | -6.2% |
| 3M | -13.1% | +8.1% | -21.2% | -14.1% |
| 6M | -2.8% | +19.9% | -22.6% | -5.2% |
| YTD | +35.3% | +34.0% | +1.3% | +29.9% |
| 1Y | +51.4% | +29.8% | +21.6% | +45.8% |
| 3Y | +117.9% | +28.7% | +89.2% | +107.9% |
| 5Y | +272.6% | +31.8% | +240.8% | +250.8% |
| 10Y | +782.2% | +178.2% | +604.0% | +643.4% |
| All | +782.2% | +181.4% | +600.8% | +643.4% |
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