+15.9%
ABNB vs SCHG
+133.9%
-118.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.7% |
| 7D | -9.5% | -2.7% | -6.8% | -6.4% |
| 30D | -9.4% | -2.2% | -7.2% | -6.9% |
| 3M | +29.9% | +6.2% | +23.7% | +20.9% |
| 6M | +26.6% | +13.4% | +13.2% | +8.9% |
| YTD | +23.5% | +7.1% | +16.4% | +13.9% |
| 1Y | +35.8% | +12.5% | +23.3% | +17.2% |
| 3Y | +15.0% | +86.2% | -71.2% | -48.1% |
| 5Y | +1.5% | +83.9% | -82.5% | -52.6% |
| All | +15.9% | +133.9% | -118.1% | -55.6% |
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