+64.9%
ARM vs SCHG
+11.9%
+53.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -2.8% |
| 7D | +4.8% | -2.7% | +7.5% | +11.5% |
| 30D | -5.5% | -2.2% | -3.3% | -0.6% |
| 3M | -17.3% | +6.2% | -23.5% | -27.4% |
| 6M | +110.9% | +13.4% | +97.5% | +69.3% |
| YTD | +132.5% | +7.1% | +125.4% | +105.2% |
| 1Y | +64.9% | +12.5% | +52.4% | +35.1% |
| All | +64.9% | +11.9% | +53.0% | +35.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling