+201.4%
B vs SCHG
+459.0%
-257.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | -2.4% | -1.0% | -1.3% | -2.0% |
| 30D | +6.3% | -1.3% | +7.6% | +6.8% |
| 3M | +12.1% | +5.4% | +6.7% | +10.2% |
| 6M | -3.1% | +14.4% | -17.5% | -7.0% |
| YTD | +2.0% | +8.0% | -6.1% | -0.4% |
| 1Y | +51.7% | +12.7% | +38.9% | +46.4% |
| 3Y | +190.5% | +85.6% | +104.9% | +140.5% |
| 5Y | +158.0% | +85.5% | +72.5% | +108.8% |
| All | +201.4% | +459.0% | -257.6% | +91.4% |
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