+325.3%
STX vs SCHG
+13.0%
+312.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -5.0% |
| 7D | -2.3% | -1.0% | -1.2% | -0.8% |
| 30D | -5.5% | -1.3% | -4.2% | -4.0% |
| 3M | -4.3% | +5.4% | -9.7% | -13.2% |
| 6M | +115.6% | +14.4% | +101.2% | +70.8% |
| YTD | +202.2% | +8.0% | +194.2% | +167.3% |
| 1Y | +325.3% | +12.7% | +312.6% | +239.2% |
| All | +325.3% | +13.0% | +312.3% | +239.2% |
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 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