+450.2%
C vs SCHG
+1,135.4%
-685.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | +0.1% |
| 7D | +3.2% | -0.1% | +3.2% | +3.2% |
| 30D | +1.3% | -1.5% | +2.8% | +2.8% |
| 3M | +3.1% | +4.4% | -1.3% | -1.8% |
| 6M | +29.6% | +15.7% | +13.9% | +10.4% |
| YTD | +19.0% | +8.3% | +10.6% | +9.0% |
| 1Y | +45.6% | +14.2% | +31.4% | +25.7% |
| 3Y | +269.3% | +88.3% | +181.0% | +81.0% |
| 5Y | +131.6% | +83.5% | +48.1% | +10.4% |
| 10Y | +286.5% | +444.2% | -157.6% | -61.8% |
| All | +450.2% | +1,135.4% | -685.2% | -83.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling