+33.9%
ALNY vs SCHG
+84.3%
-50.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.1% |
| 7D | -6.5% | -1.0% | -5.5% | -5.9% |
| 30D | +11.0% | -1.3% | +12.3% | +12.0% |
| 3M | -14.1% | +5.4% | -19.5% | -17.5% |
| 6M | -22.4% | +14.4% | -36.8% | -29.8% |
| YTD | -37.5% | +8.0% | -45.5% | -41.2% |
| 1Y | -46.9% | +12.7% | -59.7% | -51.7% |
| 3Y | +22.1% | +85.6% | -63.5% | -24.2% |
| All | +33.9% | +84.3% | -50.5% | -23.2% |
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