+278.9%
ADP vs SCHG
+459.0%
-180.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | -2.8% | -1.0% | -1.7% | -2.0% |
| 30D | +0.2% | -1.3% | +1.5% | +1.1% |
| 3M | +20.5% | +5.4% | +15.0% | +15.9% |
| 6M | +28.8% | +14.4% | +14.4% | +16.4% |
| YTD | +6.6% | +8.0% | -1.4% | +0.3% |
| 1Y | -6.9% | +12.7% | -19.6% | -15.4% |
| 3Y | +16.1% | +85.6% | -69.5% | -30.1% |
| 5Y | +49.3% | +85.5% | -36.2% | -12.1% |
| All | +278.9% | +459.0% | -180.1% | -17.0% |
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