+260.3%
STT vs CHD
+125.6%
+134.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -1.4% | -4.7% | +3.4% | -0.6% |
| 30D | +2.2% | -8.3% | +10.5% | +3.6% |
| 3M | +18.8% | -4.0% | +22.9% | +19.5% |
| 6M | +57.9% | -6.5% | +64.4% | +59.3% |
| YTD | +51.0% | +13.1% | +37.9% | +47.2% |
| 1Y | +77.1% | +2.3% | +74.8% | +75.5% |
| 3Y | +199.8% | +1.8% | +198.0% | +195.1% |
| 5Y | +156.0% | +20.6% | +135.4% | +140.6% |
| All | +260.3% | +125.6% | +134.7% | +210.2% |
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