+1,112.5%
ALL vs SCHG
+1,135.4%
-22.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -1.9% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -4.7% | -1.5% | -3.2% | -3.9% |
| 3M | +18.4% | +4.4% | +14.0% | +15.0% |
| 6M | +20.5% | +15.7% | +4.8% | +9.7% |
| YTD | +23.5% | +8.3% | +15.2% | +16.6% |
| 1Y | +29.0% | +14.2% | +14.8% | +17.3% |
| 3Y | +153.7% | +88.3% | +65.4% | +62.5% |
| 5Y | +114.8% | +83.5% | +31.3% | +34.7% |
| 10Y | +356.1% | +444.2% | -88.0% | +10.3% |
| All | +1,112.5% | +1,135.4% | -22.9% | +28.5% |
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