+1,707.5%
AMAT vs SCHG
+443.8%
+1,263.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.2% | +0.1% |
| 7D | +6.9% | -0.9% | +7.8% | +8.1% |
| 30D | -10.1% | -2.3% | -7.8% | -7.4% |
| 3M | -6.0% | +4.5% | -10.5% | -11.5% |
| 6M | +38.6% | +13.6% | +25.1% | +16.6% |
| YTD | +83.1% | +7.6% | +75.5% | +67.0% |
| 1Y | +188.3% | +13.0% | +175.3% | +147.0% |
| 3Y | +225.3% | +87.0% | +138.4% | +41.7% |
| 5Y | +262.0% | +82.9% | +179.1% | +67.3% |
| 10Y | +1,707.5% | +453.6% | +1,253.8% | +62.3% |
| All | +1,707.5% | +443.8% | +1,263.7% | +62.3% |
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 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