-31.4%
ALB vs SCHG
+84.7%
-116.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.5% |
| 7D | -7.6% | -2.7% | -4.9% | -4.5% |
| 30D | -5.6% | -2.2% | -3.4% | -3.2% |
| 3M | -16.8% | +6.2% | -23.0% | -22.8% |
| 6M | -26.3% | +13.4% | -39.7% | -37.0% |
| YTD | -13.2% | +7.1% | -20.3% | -20.3% |
| 1Y | +68.8% | +12.5% | +56.3% | +46.2% |
| All | -31.4% | +84.7% | -116.0% | -69.7% |
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