+1,094.9%
SCHG vs STLD
+1,793.3%
-698.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +4.6% | +6.9% | -2.3% | +2.7% |
| 30D | -6.2% | -1.5% | -4.7% | -5.9% |
| 3M | -3.5% | -9.7% | +6.2% | -1.3% |
| 6M | +0.9% | +2.3% | -1.4% | -0.8% |
| YTD | +5.6% | +41.0% | -35.5% | -5.9% |
| 1Y | +4.4% | +51.8% | -47.4% | -8.9% |
| 3Y | +80.1% | +126.4% | -46.3% | +37.1% |
| 5Y | +71.3% | +285.7% | -214.5% | +7.9% |
| 10Y | +437.2% | +792.7% | -355.5% | +136.4% |
| All | +1,094.9% | +1,793.3% | -698.3% | +254.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling