+366.2%
STX vs CHD
+2.2%
+364.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -3.6% |
| 7D | +9.6% | -4.2% | +13.7% | +4.6% |
| 30D | +10.6% | -7.6% | +18.2% | +2.1% |
| 3M | +4.8% | -1.6% | +6.4% | +5.8% |
| 6M | +137.3% | -6.3% | +143.6% | +132.3% |
| YTD | +222.5% | +14.6% | +207.9% | +282.4% |
| 1Y | +366.2% | +1.6% | +364.6% | +407.8% |
| All | +366.2% | +2.2% | +364.0% | +407.8% |
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