+318.5%
ALB vs SCHG
+1,127.0%
-808.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.1% |
| 7D | -8.6% | -0.9% | -7.7% | -7.7% |
| 30D | -4.0% | -2.3% | -1.8% | -1.6% |
| 3M | -17.4% | +4.5% | -21.9% | -21.7% |
| 6M | -25.4% | +13.6% | -38.9% | -35.9% |
| YTD | -10.5% | +7.6% | -18.1% | -18.0% |
| 1Y | +75.8% | +13.0% | +62.8% | +52.6% |
| 3Y | -28.5% | +87.0% | -115.5% | -64.6% |
| 5Y | -45.1% | +82.9% | -128.0% | -72.1% |
| 10Y | +87.3% | +453.6% | -366.3% | -76.4% |
| All | +318.5% | +1,127.0% | -808.5% | -82.3% |
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 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