+443.2%
SCHG vs STLD
+1,117.5%
-674.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -2.7% | -3.6% | +0.9% | -1.8% |
| 30D | -2.2% | -10.1% | +7.9% | +0.2% |
| 3M | +6.2% | -11.4% | +17.6% | +8.8% |
| 6M | +13.4% | +30.8% | -17.5% | +4.6% |
| YTD | +7.1% | +40.7% | -33.6% | -3.5% |
| 1Y | +12.5% | +80.8% | -68.2% | -5.4% |
| 3Y | +86.2% | +140.2% | -54.0% | +42.3% |
| 5Y | +83.9% | +288.5% | -204.5% | +19.9% |
| All | +443.2% | +1,117.5% | -674.4% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STLD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling