+299.7%
ARM vs SCHG
+84.6%
+215.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -2.9% |
| 7D | +4.8% | -2.7% | +7.5% | +11.1% |
| 30D | -5.5% | -2.2% | -3.3% | -0.9% |
| 3M | -17.3% | +6.2% | -23.5% | -26.6% |
| 6M | +110.9% | +13.4% | +97.5% | +68.5% |
| YTD | +132.5% | +7.1% | +125.4% | +108.7% |
| 1Y | +64.9% | +12.5% | +52.4% | +34.1% |
| All | +299.7% | +84.6% | +215.1% | +30.6% |
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