+8,977.1%
STX vs SCHG
+1,127.0%
+7,850.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.4% | -1.3% |
| 7D | +9.6% | -0.9% | +10.4% | +10.4% |
| 30D | +10.6% | -2.3% | +12.9% | +13.1% |
| 3M | +4.8% | +4.5% | +0.3% | -0.4% |
| 6M | +137.3% | +13.6% | +123.7% | +107.6% |
| YTD | +222.5% | +7.6% | +214.9% | +199.7% |
| 1Y | +366.2% | +13.0% | +353.2% | +314.3% |
| 3Y | +1,352.9% | +87.0% | +1,265.9% | +656.3% |
| 5Y | +1,077.4% | +82.9% | +994.6% | +517.7% |
| 10Y | +3,621.5% | +453.6% | +3,167.9% | +363.8% |
| All | +8,977.1% | +1,127.0% | +7,850.2% | +281.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling