+272.1%
C vs SCHG
+85.5%
+186.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | +2.6% | -0.9% | +3.5% | +3.3% |
| 30D | +1.9% | -2.3% | +4.2% | +3.8% |
| 3M | +2.8% | +4.5% | -1.7% | -1.0% |
| 6M | +30.6% | +13.6% | +17.0% | +17.1% |
| YTD | +19.9% | +7.6% | +12.3% | +12.5% |
| 1Y | +44.6% | +13.0% | +31.5% | +30.1% |
| All | +272.1% | +85.5% | +186.7% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling