+156.7%
B vs SCHG
+81.2%
+75.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -5.0% | -2.7% | -2.3% | -4.0% |
| 30D | +8.7% | -2.2% | +10.9% | +9.7% |
| 3M | +17.3% | +6.2% | +11.1% | +14.8% |
| 6M | -5.0% | +13.4% | -18.4% | -8.9% |
| YTD | +1.4% | +7.1% | -5.7% | -0.9% |
| 1Y | +50.5% | +12.5% | +38.0% | +45.0% |
| 3Y | +194.4% | +86.2% | +108.2% | +144.5% |
| 5Y | +156.7% | +83.9% | +72.7% | +96.8% |
| All | +156.7% | +81.2% | +75.5% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling