+1,144.9%
STX vs CHD
+21.8%
+1,123.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -2.0% | +8.5% | +6.1% |
| 7D | +10.7% | -2.9% | +13.7% | +10.2% |
| 30D | +11.3% | -6.2% | +17.5% | +10.2% |
| 3M | +3.2% | +1.6% | +1.7% | +3.6% |
| 6M | +157.0% | -3.5% | +160.5% | +158.0% |
| YTD | +229.2% | +16.2% | +213.0% | +230.3% |
| 1Y | +381.8% | +3.4% | +378.5% | +388.7% |
| 3Y | +1,383.2% | +4.6% | +1,378.6% | +1,384.6% |
| 5Y | +1,144.9% | +21.1% | +1,123.7% | +1,197.4% |
| All | +1,144.9% | +21.8% | +1,123.1% | +1,197.4% |
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