+957.9%
ADP vs SCHG
+1,135.4%
-177.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.9% |
| 7D | -5.5% | -0.1% | -5.4% | -5.4% |
| 30D | -1.2% | -1.5% | +0.2% | -0.1% |
| 3M | +17.9% | +4.4% | +13.5% | +13.8% |
| 6M | +20.3% | +15.7% | +4.6% | +7.1% |
| YTD | +5.8% | +8.3% | -2.5% | -1.1% |
| 1Y | -7.7% | +14.2% | -21.9% | -17.5% |
| 3Y | +14.7% | +88.3% | -73.5% | -33.1% |
| 5Y | +45.8% | +83.5% | -37.7% | -15.4% |
| 10Y | +270.5% | +444.2% | -173.7% | -18.4% |
| All | +957.9% | +1,135.4% | -177.5% | +21.8% |
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