+651.5%
ADI vs SCHG
+459.0%
+192.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +3.9% |
| 7D | +4.6% | -1.0% | +5.6% | +5.8% |
| 30D | -1.2% | -1.3% | +0.1% | +0.1% |
| 3M | -7.8% | +5.4% | -13.3% | -12.9% |
| 6M | +19.3% | +14.4% | +4.9% | +3.3% |
| YTD | +40.9% | +8.0% | +32.9% | +29.4% |
| 1Y | +54.5% | +12.7% | +41.8% | +35.5% |
| 3Y | +123.4% | +85.6% | +37.8% | +15.9% |
| 5Y | +142.3% | +85.5% | +56.8% | +25.3% |
| All | +651.5% | +459.0% | +192.5% | +12.5% |
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 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