+264.3%
STT vs SCHG
+459.0%
-194.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.4% |
| 7D | -0.4% | -1.0% | +0.6% | +0.4% |
| 30D | +1.7% | -1.3% | +3.0% | +2.8% |
| 3M | +17.9% | +5.4% | +12.5% | +12.4% |
| 6M | +55.3% | +14.4% | +40.9% | +37.8% |
| YTD | +52.7% | +8.0% | +44.6% | +42.4% |
| 1Y | +75.7% | +12.7% | +62.9% | +57.9% |
| 3Y | +197.9% | +85.6% | +112.3% | +68.8% |
| 5Y | +158.8% | +85.5% | +73.2% | +43.8% |
| All | +264.3% | +459.0% | -194.7% | -38.1% |
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