+1,092.5%
STX vs SCHG
+82.7%
+1,009.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.2% |
| 7D | +8.0% | -2.7% | +10.7% | +10.9% |
| 30D | +5.1% | -2.2% | +7.3% | +7.3% |
| 3M | +5.8% | +6.2% | -0.4% | -0.6% |
| 6M | +124.9% | +13.4% | +111.6% | +99.4% |
| YTD | +213.9% | +7.1% | +206.8% | +194.4% |
| 1Y | +350.4% | +12.5% | +337.9% | +306.5% |
| 3Y | +1,314.2% | +86.2% | +1,228.0% | +713.4% |
| All | +1,092.5% | +82.7% | +1,009.8% | +561.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling