+292.4%
C vs SCHG
+459.0%
-166.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.5% |
| 7D | +0.8% | -1.0% | +1.8% | +1.7% |
| 30D | +0.9% | -1.3% | +2.2% | +2.0% |
| 3M | +1.1% | +5.4% | -4.4% | -3.8% |
| 6M | +28.4% | +14.4% | +14.0% | +13.6% |
| YTD | +20.8% | +8.0% | +12.7% | +12.7% |
| 1Y | +43.4% | +12.7% | +30.7% | +28.7% |
| 3Y | +274.9% | +85.6% | +189.3% | +114.0% |
| 5Y | +136.7% | +85.5% | +51.2% | +30.6% |
| All | +292.4% | +459.0% | -166.6% | -40.1% |
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 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