+2,108.4%
STX vs CHD
+196.6%
+1,911.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.2% | +9.8% | +10.0% |
| 7D | -1.0% | 0.0% | -0.9% | -0.9% |
| 30D | -26.8% | +12.2% | -38.9% | -27.5% |
| 3M | -32.7% | +9.3% | -42.0% | -33.3% |
| 6M | -33.7% | +24.3% | -58.0% | -35.8% |
| YTD | +101.0% | +34.9% | +66.1% | +90.8% |
| 1Y | +92.7% | +32.7% | +60.0% | +83.3% |
| 3Y | +708.7% | +29.4% | +679.3% | +657.2% |
| 5Y | +504.0% | +31.7% | +472.3% | +452.3% |
| 10Y | +2,108.4% | +191.7% | +1,916.7% | +1,369.0% |
| All | +2,108.4% | +196.6% | +1,911.8% | +1,369.0% |
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