+1,425.2%
AMAT vs SCHG
+440.0%
+985.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +3.7% |
| 7D | +7.0% | -0.9% | +7.8% | +9.4% |
| 30D | -20.6% | -5.9% | -14.7% | -12.2% |
| 3M | -24.8% | -3.4% | -21.4% | -20.1% |
| 6M | -10.7% | +1.1% | -11.8% | -10.4% |
| YTD | +54.3% | +5.9% | +48.4% | +46.0% |
| 1Y | +73.7% | +4.6% | +69.1% | +67.7% |
| 3Y | +168.4% | +80.6% | +87.8% | +24.5% |
| 5Y | +167.6% | +73.9% | +93.6% | +34.6% |
| 10Y | +1,425.2% | +438.8% | +986.4% | +31.9% |
| All | +1,425.2% | +440.0% | +985.2% | +31.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling