+105.8%
STT vs CHD
+31.9%
+73.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | +1.1% | +2.4% | -1.3% | +0.8% |
| 30D | -1.9% | +13.9% | -15.8% | -3.8% |
| 3M | -7.6% | +8.5% | -16.1% | -8.7% |
| 6M | +16.0% | +20.4% | -4.4% | +12.5% |
| YTD | +36.2% | +34.5% | +1.6% | +29.2% |
| 1Y | +46.8% | +33.8% | +13.0% | +39.4% |
| 3Y | +177.8% | +29.1% | +148.7% | +161.2% |
| 5Y | +105.8% | +31.2% | +74.6% | +73.6% |
| All | +105.8% | +31.9% | +73.9% | +73.6% |
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