+157.5%
STT vs CHD
+21.8%
+135.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +2.2% | -2.9% | +5.1% | +2.6% |
| 30D | +3.9% | -6.2% | +10.1% | +4.9% |
| 3M | +19.2% | +1.6% | +17.6% | +18.7% |
| 6M | +60.4% | -3.5% | +63.9% | +60.9% |
| YTD | +51.5% | +16.2% | +35.2% | +47.0% |
| 1Y | +76.3% | +3.4% | +72.9% | +74.5% |
| 3Y | +200.7% | +4.6% | +196.1% | +194.0% |
| 5Y | +157.5% | +21.1% | +136.3% | +134.1% |
| All | +157.5% | +21.8% | +135.7% | +134.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling