+17.6%
ABNB vs SCHG
+135.9%
-118.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.5% |
| 7D | -6.5% | -1.0% | -5.4% | -5.2% |
| 30D | -5.5% | -1.3% | -4.2% | -4.1% |
| 3M | +30.0% | +5.4% | +24.6% | +22.1% |
| 6M | +27.6% | +14.4% | +13.2% | +8.6% |
| YTD | +25.4% | +8.0% | +17.4% | +14.4% |
| 1Y | +38.3% | +12.7% | +25.6% | +19.1% |
| 3Y | +15.5% | +85.6% | -70.1% | -47.6% |
| 5Y | +3.0% | +85.5% | -82.5% | -52.3% |
| All | +17.6% | +135.9% | -118.3% | -55.3% |
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