+1,217.9%
SCHG vs STLA
+252.7%
+965.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.2% |
| 30D | -1.5% | -2.4% | +0.9% | -1.2% |
| 3M | +4.4% | -23.9% | +28.3% | +9.5% |
| 6M | +15.7% | -24.6% | +40.3% | +21.3% |
| YTD | +8.3% | -50.5% | +58.8% | +21.6% |
| 1Y | +14.2% | -39.8% | +54.1% | +22.6% |
| 3Y | +88.3% | -65.6% | +153.9% | +119.4% |
| 5Y | +83.5% | -62.1% | +145.5% | +106.5% |
| 10Y | +444.2% | +47.8% | +396.4% | +394.3% |
| All | +1,217.9% | +252.7% | +965.3% | +1,051.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling