-25.9%
STRL vs CHD
+30.9%
-56.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +2.6% | -24.1% | -18.8% |
| 7D | -27.1% | +6.9% | -34.0% | -21.6% |
| 30D | -45.8% | +17.1% | -62.9% | -36.7% |
| 3M | -47.6% | +9.1% | -56.7% | -42.2% |
| 6M | -46.4% | +21.4% | -67.8% | -36.3% |
| YTD | -7.4% | +34.9% | -42.2% | +26.9% |
| 1Y | -25.9% | +31.0% | -56.9% | -1.4% |
| All | -25.9% | +30.9% | -56.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling