+1,337.5%
STX vs SCHG
+84.7%
+1,252.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.2% |
| 7D | +8.0% | -2.7% | +10.7% | +11.2% |
| 30D | +5.1% | -2.2% | +7.3% | +7.5% |
| 3M | +5.8% | +6.2% | -0.4% | -1.5% |
| 6M | +124.9% | +13.4% | +111.6% | +96.1% |
| YTD | +213.9% | +7.1% | +206.8% | +191.1% |
| 1Y | +350.4% | +12.5% | +337.9% | +300.9% |
| All | +1,337.5% | +84.7% | +1,252.9% | +722.5% |
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