+7,518.6%
STLD vs CHD
+8,289.7%
-771.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.0% |
| 7D | -11.1% | +2.0% | -13.1% | -11.7% |
| 30D | -4.8% | +13.0% | -17.8% | -8.5% |
| 3M | -14.6% | +6.1% | -20.6% | -16.3% |
| 6M | -7.4% | +15.9% | -23.3% | -12.0% |
| YTD | +32.6% | +31.6% | +0.9% | +20.7% |
| 1Y | +47.3% | +28.5% | +18.9% | +35.0% |
| 3Y | +107.5% | +30.5% | +77.1% | +85.6% |
| 5Y | +268.8% | +30.7% | +238.1% | +224.5% |
| 10Y | +883.3% | +184.2% | +699.1% | +521.4% |
| All | +7,518.6% | +8,289.7% | -771.2% | +2,340.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling