+1,907.8%
STX vs CHD
+195.9%
+1,711.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -17.3% | +2.4% | -19.7% | -17.4% |
| 30D | -35.9% | +13.9% | -49.8% | -36.7% |
| 3M | -37.3% | +8.5% | -45.8% | -37.8% |
| 6M | -35.8% | +20.4% | -56.2% | -37.5% |
| YTD | +82.7% | +34.5% | +48.2% | +73.5% |
| 1Y | +71.6% | +33.8% | +37.9% | +63.0% |
| 3Y | +635.3% | +29.1% | +606.1% | +588.6% |
| 5Y | +483.8% | +31.2% | +452.5% | +434.1% |
| All | +1,907.8% | +195.9% | +1,711.9% | +1,235.9% |
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