+122.3%
STLD vs CHD
+31.2%
+91.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.4% | -4.7% | -3.3% |
| 7D | +2.9% | +3.6% | -0.7% | +2.8% |
| 30D | -5.6% | +10.4% | -16.0% | -6.0% |
| 3M | -11.7% | +12.2% | -23.9% | -12.2% |
| 6M | -2.8% | +19.9% | -22.7% | -3.4% |
| YTD | +36.4% | +36.4% | 0.0% | +35.9% |
| 1Y | +50.0% | +35.1% | +14.9% | +49.3% |
| 3Y | +122.3% | +29.2% | +93.1% | +117.4% |
| All | +122.3% | +31.2% | +91.1% | +117.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling