+365.7%
ALAB vs SCHG
+54.3%
+311.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.8% | -6.2% | -5.1% |
| 7D | +3.2% | -0.1% | +3.3% | +3.2% |
| 30D | -13.6% | -1.5% | -12.1% | -10.6% |
| 3M | -16.6% | +4.4% | -21.0% | -22.8% |
| 6M | +142.3% | +15.7% | +126.6% | +80.3% |
| YTD | +73.6% | +8.3% | +65.3% | +50.7% |
| 1Y | +33.7% | +14.2% | +19.4% | +5.8% |
| All | +365.7% | +54.3% | +311.4% | +110.5% |
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