+134.9%
C vs SCHG
+81.9%
+53.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | +2.6% | -0.9% | +3.5% | +3.2% |
| 30D | +1.9% | -2.3% | +4.2% | +3.6% |
| 3M | +2.8% | +4.5% | -1.7% | -0.5% |
| 6M | +30.6% | +13.6% | +17.0% | +19.2% |
| YTD | +19.9% | +7.6% | +12.3% | +13.8% |
| 1Y | +44.6% | +13.0% | +31.5% | +32.5% |
| 3Y | +272.1% | +87.0% | +185.2% | +148.6% |
| All | +134.9% | +81.9% | +53.0% | +45.2% |
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