+197.9%
STT vs SCHG
+86.3%
+111.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -0.4% | -1.0% | +0.6% | +0.2% |
| 30D | +1.7% | -1.3% | +3.0% | +2.5% |
| 3M | +17.9% | +5.4% | +12.5% | +13.8% |
| 6M | +55.3% | +14.4% | +40.9% | +41.9% |
| YTD | +52.7% | +8.0% | +44.6% | +44.8% |
| 1Y | +75.7% | +12.7% | +62.9% | +62.2% |
| 3Y | +197.9% | +85.6% | +112.3% | +106.8% |
| All | +197.9% | +86.3% | +111.6% | +106.8% |
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