+8,153.7%
STLD vs CHD
+7,462.5%
+691.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | -2.7% | +5.8% | +4.0% |
| 30D | -9.0% | -4.6% | -4.4% | -7.7% |
| 3M | -12.4% | +5.0% | -17.4% | -13.9% |
| 6M | +25.5% | -3.2% | +28.7% | +26.3% |
| YTD | +43.6% | +18.6% | +25.0% | +35.3% |
| 1Y | +87.2% | +4.8% | +82.4% | +82.8% |
| 3Y | +135.2% | +6.1% | +129.1% | +124.9% |
| 5Y | +290.9% | +24.0% | +266.9% | +249.4% |
| 10Y | +1,113.5% | +124.5% | +989.0% | +733.1% |
| All | +8,153.7% | +7,462.5% | +691.2% | +2,636.3% |
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