+537.3%
STT vs SCHG
+1,127.0%
-589.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.7% |
| 7D | +1.0% | -0.9% | +1.9% | +1.8% |
| 30D | +2.8% | -2.3% | +5.1% | +5.0% |
| 3M | +18.1% | +4.5% | +13.6% | +12.8% |
| 6M | +59.2% | +13.6% | +45.7% | +39.9% |
| YTD | +51.5% | +7.6% | +43.9% | +40.4% |
| 1Y | +75.7% | +13.0% | +62.6% | +54.9% |
| 3Y | +200.8% | +87.0% | +113.8% | +55.6% |
| 5Y | +155.8% | +82.9% | +72.9% | +31.9% |
| 10Y | +266.4% | +453.6% | -187.3% | -51.1% |
| All | +537.3% | +1,127.0% | -589.6% | -67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling