+74.0%
ALB vs SCHG
+459.0%
-385.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.3% |
| 7D | -6.6% | -1.0% | -5.6% | -5.6% |
| 30D | -8.1% | -1.3% | -6.9% | -7.0% |
| 3M | -25.7% | +5.4% | -31.1% | -30.0% |
| 6M | -29.5% | +14.4% | -43.9% | -39.2% |
| YTD | -16.2% | +8.0% | -24.2% | -23.1% |
| 1Y | +59.2% | +12.7% | +46.5% | +40.1% |
| 3Y | -33.7% | +85.6% | -119.3% | -65.0% |
| 5Y | -48.1% | +85.5% | -133.6% | -72.4% |
| All | +74.0% | +459.0% | -385.0% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling