-45.6%
ALB vs SCHG
+84.3%
-129.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.9% | -4.6% | -4.7% |
| 7D | -6.9% | -1.0% | -5.9% | -5.9% |
| 30D | -8.4% | -1.3% | -7.2% | -7.3% |
| 3M | -25.9% | +5.4% | -31.4% | -30.4% |
| 6M | -29.7% | +14.4% | -44.1% | -39.8% |
| YTD | -16.5% | +8.0% | -24.5% | -23.6% |
| 1Y | +58.7% | +12.7% | +46.0% | +38.8% |
| 3Y | -34.0% | +85.6% | -119.6% | -66.2% |
| All | -45.6% | +84.3% | -129.9% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling