+3,343.4%
STX vs SCHG
+459.0%
+2,884.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.6% |
| 7D | -2.3% | -1.0% | -1.2% | -1.3% |
| 30D | -5.5% | -1.3% | -4.2% | -4.5% |
| 3M | -4.3% | +5.4% | -9.7% | -9.4% |
| 6M | +115.6% | +14.4% | +101.2% | +90.1% |
| YTD | +202.2% | +8.0% | +194.2% | +181.9% |
| 1Y | +325.3% | +12.7% | +312.6% | +284.1% |
| 3Y | +1,283.9% | +85.6% | +1,198.3% | +694.0% |
| 5Y | +1,048.3% | +85.5% | +962.8% | +551.0% |
| All | +3,343.4% | +459.0% | +2,884.4% | +394.2% |
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