+194.0%
STT vs CHD
+196.1%
-2.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.4% |
| 7D | +4.8% | +3.6% | +1.1% | +4.2% |
| 30D | +3.9% | +10.4% | -6.5% | +2.2% |
| 3M | -8.2% | +12.2% | -20.3% | -10.0% |
| 6M | +15.6% | +19.9% | -4.3% | +11.9% |
| YTD | +37.6% | +36.4% | +1.2% | +29.9% |
| 1Y | +50.1% | +35.1% | +15.0% | +41.8% |
| 3Y | +183.1% | +29.2% | +153.9% | +167.1% |
| 5Y | +104.8% | +33.4% | +71.4% | +89.0% |
| All | +194.0% | +196.1% | -2.1% | +147.1% |
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