+123.8%
STX vs SCHG
+5.5%
+118.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.4% | -10.1% |
| 7D | -20.2% | -2.5% | -17.7% | -16.8% |
| 30D | -37.2% | -5.4% | -31.8% | -31.3% |
| 3M | -34.1% | -2.2% | -31.9% | -31.7% |
| 6M | -24.5% | +5.2% | -29.6% | -30.8% |
| YTD | +102.9% | +6.8% | +96.2% | +86.9% |
| 1Y | +123.8% | +5.9% | +117.9% | +112.6% |
| All | +123.8% | +5.5% | +118.3% | +112.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling