+358.7%
ALAB vs SCHG
+52.6%
+306.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -4.3% |
| 7D | +0.6% | -2.7% | +3.3% | +7.1% |
| 30D | -8.8% | -2.2% | -6.6% | -4.0% |
| 3M | -14.0% | +6.2% | -20.2% | -23.2% |
| 6M | +144.3% | +13.4% | +130.9% | +90.3% |
| YTD | +71.0% | +7.1% | +63.9% | +52.3% |
| 1Y | +23.5% | +12.5% | +11.0% | +1.1% |
| All | +358.7% | +52.6% | +306.1% | +112.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling