+672.3%
AU vs SCHG
+459.0%
+213.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -4.3% | -1.0% | -3.2% | -3.9% |
| 30D | +7.3% | -1.3% | +8.6% | +7.8% |
| 3M | +26.3% | +5.4% | +20.9% | +24.2% |
| 6M | +1.8% | +14.4% | -12.6% | -2.1% |
| YTD | +26.8% | +8.0% | +18.8% | +24.1% |
| 1Y | +66.7% | +12.7% | +54.0% | +61.2% |
| 3Y | +579.1% | +85.6% | +493.5% | +464.3% |
| 5Y | +689.3% | +85.5% | +603.8% | +536.3% |
| All | +672.3% | +459.0% | +213.3% | +458.5% |
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