+83.9%
SCHG vs STLA
-63.7%
+147.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.7% | -3.8% | +1.1% | -1.8% |
| 30D | -2.2% | -3.1% | +0.9% | -1.6% |
| 3M | +6.2% | -19.6% | +25.8% | +11.7% |
| 6M | +13.4% | -23.5% | +36.8% | +20.2% |
| YTD | +7.1% | -51.5% | +58.6% | +26.3% |
| 1Y | +12.5% | -39.7% | +52.2% | +22.7% |
| 3Y | +86.2% | -66.3% | +152.5% | +129.5% |
| 5Y | +83.9% | -63.1% | +147.1% | +101.4% |
| All | +83.9% | -63.7% | +147.6% | +101.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling