+3,621.5%
STX vs CHD
+123.8%
+3,497.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | +9.6% | -4.2% | +13.7% | +10.0% |
| 30D | +10.6% | -7.6% | +18.2% | +11.3% |
| 3M | +4.8% | -1.6% | +6.4% | +4.4% |
| 6M | +137.3% | -6.3% | +143.6% | +137.9% |
| YTD | +222.5% | +14.6% | +207.9% | +211.0% |
| 1Y | +366.2% | +1.6% | +364.6% | +359.8% |
| 3Y | +1,352.9% | +3.1% | +1,349.8% | +1,306.3% |
| 5Y | +1,077.4% | +21.1% | +1,056.4% | +969.2% |
| 10Y | +3,621.5% | +128.6% | +3,492.9% | +2,631.0% |
| All | +3,621.5% | +123.8% | +3,497.7% | +2,631.0% |
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