+565.7%
AMZN vs SCHG
+459.0%
+106.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.1% | +1.0% |
| 7D | -0.7% | -1.0% | +0.4% | +0.5% |
| 30D | -3.9% | -1.3% | -2.7% | -2.6% |
| 3M | +6.3% | +5.4% | +0.9% | +0.4% |
| 6M | +20.8% | +14.4% | +6.3% | +4.0% |
| YTD | +11.2% | +8.0% | +3.2% | +2.2% |
| 1Y | +11.7% | +12.7% | -1.1% | -2.0% |
| 3Y | +79.4% | +85.6% | -6.2% | -9.1% |
| 5Y | +48.0% | +85.5% | -37.5% | -23.8% |
| All | +565.7% | +459.0% | +106.7% | -6.5% |
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 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