+12.7%
SCHG vs STLD
+82.8%
-70.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -1.3% | -8.9% | +7.6% | -0.1% |
| 3M | +5.4% | -14.0% | +19.5% | +7.9% |
| 6M | +14.4% | +30.8% | -16.4% | +6.8% |
| YTD | +8.0% | +42.3% | -34.2% | -1.1% |
| 1Y | +12.7% | +81.1% | -68.4% | -1.1% |
| All | +12.7% | +82.8% | -70.1% | -1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling