+664.5%
STM vs CHD
+123.8%
+540.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | +1.7% | -4.2% | +5.8% | +2.2% |
| 30D | -5.2% | -7.6% | +2.4% | -4.3% |
| 3M | -29.6% | -1.6% | -28.0% | -29.7% |
| 6M | +54.4% | -6.3% | +60.7% | +55.2% |
| YTD | +99.5% | +14.6% | +84.9% | +93.8% |
| 1Y | +100.8% | +1.6% | +99.2% | +98.8% |
| 3Y | +20.2% | +3.1% | +17.0% | +17.3% |
| 5Y | +21.1% | +21.1% | +0.1% | +11.6% |
| 10Y | +664.5% | +128.6% | +535.9% | +517.6% |
| All | +664.5% | +123.8% | +540.7% | +517.6% |
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