+655.9%
STM vs SCHG
+459.0%
+196.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.4% |
| 7D | -1.4% | -1.0% | -0.4% | 0.0% |
| 30D | -4.9% | -1.3% | -3.7% | -3.3% |
| 3M | -34.0% | +5.4% | -39.4% | -38.0% |
| 6M | +51.8% | +14.4% | +37.4% | +29.2% |
| YTD | +99.4% | +8.0% | +91.3% | +83.6% |
| 1Y | +99.1% | +12.7% | +86.3% | +73.3% |
| 3Y | +19.5% | +85.6% | -66.1% | -45.3% |
| 5Y | +19.5% | +85.5% | -66.0% | -44.4% |
| All | +655.9% | +459.0% | +196.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling