+65.2%
ALAB vs SCHG
+16.6%
+48.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.9% | +10.6% | +12.1% |
| 7D | +7.2% | -0.7% | +7.9% | +9.1% |
| 30D | -2.5% | +0.2% | -2.7% | -3.4% |
| 3M | -13.3% | +2.2% | -15.5% | -16.9% |
| 6M | +172.8% | +15.0% | +157.8% | +94.9% |
| YTD | +86.6% | +9.2% | +77.4% | +52.7% |
| 1Y | +65.2% | +15.7% | +49.4% | +25.4% |
| All | +65.2% | +16.6% | +48.5% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling