+48.4%
B vs SCHG
+1,127.0%
-1,078.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | +9.5% | -2.3% | +11.8% | +10.5% |
| 3M | +14.3% | +4.5% | +9.8% | +12.6% |
| 6M | -1.9% | +13.6% | -15.4% | -5.9% |
| YTD | +4.1% | +7.6% | -3.5% | +1.7% |
| 1Y | +56.1% | +13.0% | +43.1% | +50.2% |
| 3Y | +202.0% | +87.0% | +115.0% | +143.9% |
| 5Y | +158.8% | +82.9% | +76.0% | +106.2% |
| 10Y | +211.9% | +453.6% | -241.7% | +62.8% |
| All | +48.4% | +1,127.0% | -1,078.6% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling