+47.9%
ADP vs SCHG
+81.2%
-33.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -5.7% | -2.7% | -3.0% | -4.4% |
| 30D | -1.4% | -2.2% | +0.8% | -0.3% |
| 3M | +16.6% | +6.2% | +10.4% | +13.0% |
| 6M | +24.9% | +13.4% | +11.6% | +16.9% |
| YTD | +5.6% | +7.1% | -1.5% | +1.7% |
| 1Y | -6.0% | +12.5% | -18.6% | -12.1% |
| 3Y | +14.5% | +86.2% | -71.7% | -21.8% |
| 5Y | +47.9% | +83.9% | -36.1% | -1.9% |
| All | +47.9% | +81.2% | -33.3% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling