+5.9%
SCHG vs STLA
-53.0%
+58.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.9% |
| 7D | -2.5% | -0.6% | -1.9% | -2.5% |
| 30D | -5.4% | +3.6% | -9.0% | -5.8% |
| 3M | -2.2% | -20.6% | +18.5% | -0.3% |
| 6M | +5.2% | -34.3% | +39.5% | +8.8% |
| YTD | +6.8% | -57.3% | +64.1% | +11.7% |
| 1Y | +5.9% | -52.6% | +58.6% | +7.8% |
| All | +5.9% | -53.0% | +58.9% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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