+9,423.5%
STX vs CHD
+2,885.1%
+6,538.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -17.3% | +2.4% | -19.7% | -17.8% |
| 30D | -35.9% | +13.9% | -49.8% | -38.6% |
| 3M | -37.3% | +8.5% | -45.8% | -39.2% |
| 6M | -35.8% | +20.4% | -56.2% | -40.6% |
| YTD | +82.7% | +34.5% | +48.2% | +61.5% |
| 1Y | +71.6% | +33.8% | +37.9% | +51.7% |
| 3Y | +635.3% | +29.1% | +606.1% | +539.4% |
| 5Y | +483.8% | +31.2% | +452.5% | +392.7% |
| 10Y | +1,967.8% | +193.1% | +1,774.6% | +1,044.4% |
| All | +9,423.5% | +2,885.1% | +6,538.4% | +1,999.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling