+17.7%
STM vs SCHG
+84.7%
-67.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.0% |
| 7D | -1.1% | -2.7% | +1.7% | +2.8% |
| 30D | -7.8% | -2.2% | -5.6% | -4.9% |
| 3M | -28.2% | +6.2% | -34.4% | -33.2% |
| 6M | +52.0% | +13.4% | +38.6% | +30.4% |
| YTD | +96.4% | +7.1% | +89.3% | +82.0% |
| 1Y | +98.8% | +12.5% | +86.3% | +72.7% |
| All | +17.7% | +84.7% | -67.0% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling