+465.1%
STM vs CHD
+196.1%
+269.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.4% |
| 7D | +12.0% | +3.6% | +8.4% | +11.6% |
| 30D | -0.4% | +10.4% | -10.8% | -1.5% |
| 3M | -13.2% | +12.2% | -25.4% | -14.4% |
| 6M | -26.1% | +19.9% | -46.0% | -28.0% |
| YTD | +81.2% | +36.4% | +44.8% | +72.8% |
| 1Y | +98.3% | +35.1% | +63.2% | +89.3% |
| 3Y | +16.7% | +29.2% | -12.5% | +10.7% |
| 5Y | -4.8% | +33.4% | -38.2% | -12.2% |
| All | +465.1% | +196.1% | +269.0% | +372.7% |
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