+123.8%
STX vs CHD
+30.9%
+92.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.6% | -10.8% | -5.0% |
| 7D | -20.2% | +6.9% | -27.1% | -13.1% |
| 30D | -37.2% | +17.1% | -54.3% | -23.7% |
| 3M | -34.1% | +9.1% | -43.1% | -25.5% |
| 6M | -24.5% | +21.4% | -45.8% | -3.7% |
| YTD | +102.9% | +34.9% | +68.1% | +183.1% |
| 1Y | +123.8% | +31.0% | +92.8% | +204.4% |
| All | +123.8% | +30.9% | +92.9% | +204.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling