+7,301.3%
STRL vs CHD
+123.8%
+7,177.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.4% |
| 7D | +8.2% | -4.2% | +12.4% | +8.4% |
| 30D | -6.3% | -7.6% | +1.3% | -6.1% |
| 3M | -41.2% | -1.6% | -39.6% | -41.3% |
| 6M | +20.4% | -6.3% | +26.7% | +20.5% |
| YTD | +61.7% | +14.6% | +47.1% | +58.8% |
| 1Y | +72.7% | +1.6% | +71.1% | +71.8% |
| 3Y | +530.9% | +3.1% | +527.8% | +513.7% |
| 5Y | +2,125.4% | +21.1% | +2,104.3% | +1,935.2% |
| 10Y | +7,301.3% | +128.6% | +7,172.7% | +5,691.3% |
| All | +7,301.3% | +123.8% | +7,177.5% | +5,691.3% |
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 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