+476.2%
STX vs CHD
+33.2%
+442.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -2.8% |
| 7D | +14.6% | +3.6% | +11.0% | +15.4% |
| 30D | -26.0% | +10.4% | -36.4% | -24.3% |
| 3M | -42.6% | +12.2% | -54.8% | -41.0% |
| 6M | -35.3% | +19.9% | -55.2% | -32.8% |
| YTD | +92.5% | +36.4% | +56.0% | +99.3% |
| 1Y | +102.4% | +35.1% | +67.3% | +109.6% |
| 3Y | +673.8% | +29.2% | +644.6% | +690.5% |
| All | +476.2% | +33.2% | +442.9% | +495.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling