+292.6%
STLD vs CHD
+23.9%
+268.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | -2.7% | +5.8% | +3.5% |
| 30D | -9.0% | -4.6% | -4.4% | -8.5% |
| 3M | -12.4% | +5.0% | -17.4% | -12.8% |
| 6M | +25.5% | -3.2% | +28.7% | +25.9% |
| YTD | +43.6% | +18.6% | +25.0% | +41.0% |
| 1Y | +87.2% | +4.8% | +82.4% | +86.4% |
| 3Y | +135.2% | +6.1% | +129.1% | +131.1% |
| All | +292.6% | +23.9% | +268.8% | +303.5% |
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