+447.8%
SCHG vs STLA
+55.1%
+392.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.3% |
| 7D | -1.0% | -2.9% | +1.8% | -0.3% |
| 30D | -1.3% | +0.9% | -2.2% | -1.7% |
| 3M | +5.4% | -21.6% | +27.1% | +11.8% |
| 6M | +14.4% | -21.6% | +36.0% | +20.6% |
| YTD | +8.0% | -50.4% | +58.4% | +26.6% |
| 1Y | +12.7% | -43.6% | +56.3% | +26.3% |
| 3Y | +85.6% | -66.4% | +152.0% | +130.5% |
| 5Y | +85.5% | -62.3% | +147.8% | +115.9% |
| All | +447.8% | +55.1% | +392.7% | +375.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling